Small deviations of solutions of stochastic differential equations in tube domains

DOI10.1007/BF02486452zbMATH Open0932.60084MaRDI QIDQ4380941FDOQ4380941

Authors: Vitalii A. Gasanenko 

Publication date: 17 March 1998

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

small deviationssojourn probabilitydiffusion process in a thin domain with curvilinear boundarytube-like region

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Transition functions, generators and resolvents (60J35) Boundary theory for Markov processes (60J50)

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