Moments of Extinction for a Singular Perturbation Problem in the Diffusion Process

DOI10.1137/0151014zbMATH Open0719.34104OpenAlexW1982571890MaRDI QIDQ5751226FDOQ5751226

Authors: Abdul-Majid Wazwaz, Floyd B. Hanson 

Publication date: 1991

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0151014

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zbMATH Keywords

diffusion processsmall parameterextinction timesingularly perturbed second order differential equationlogistic population process under a small demographic stochasticity

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Population dynamics (general) (92D25) Stopping times; optimal stopping problems; gambling theory (60G40) Asymptotic expansions of solutions to ordinary differential equations (34E05) Singular perturbations, turning point theory, WKB methods for ordinary differential equations (34E20) Eigenfunctions, eigenfunction expansions, completeness of eigenfunctions of ordinary differential operators (34L10)

Cited In (6)

• Extinction time of some stochastic differential equations
• On the Risk of Extinction for a Population Subject to a Random Markov Evolution with Jumps
• Extinction times of an inhomogeneous Feller diffusion process: a PDE approach
• Asymptotic (semiclassical) equivalence for Schrödinger equations with singular potentials and for related systems of two first-order equations
• A note on the transition from diffusion with the flow to diffusion against the flow, for first passage times in singularly perturbed drift-diffusion models
• A comparative study on a singular perturbation problem with two singular boundary points

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