On the problem of exit

DOI10.1090/S0002-9904-1976-14041-4zbMath0336.35010MaRDI QIDQ4104285

Zeev Schuss, Bernard J. Matkowsky

Publication date: 1976

Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

35J25: Boundary value problems for second-order elliptic equations

35B25: Singular perturbations in context of PDEs

34F05: Ordinary differential equations and systems with randomness