The Exit Problem: A New Approach to Diffusion Across Potential Barriers
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Publication:4192780
DOI10.1137/0136043zbMath0406.60071MaRDI QIDQ4192780
Zeev Schuss, Bernard J. Matkowsky
Publication date: 1979
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0136043
Stochastic Differential Equation; Brownian Particle; Perturbed Elliptic Boundary Value Problems; Potential Barrier
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J65: Brownian motion
60J60: Diffusion processes
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