scientific article; zbMATH DE number 4186796

MaRDI QIDQ5751706zbMATH OpenFDO

Authors Martin V. Day

Publication date 1990

zbMATH Keywords

convergence to repelling pointsexit measuresmall noise exit problem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Recommendations

• Boundary Local Time and Small Parameter Exit Problems with Characteristic Boundaries
• Exit Problems as the Generalized Solutions of Dirichlet Problems
• Characteristic boundary problems for the Liouville equation
• The characters of stable solutions of a free boundary problem
• Large deviations results for the exit problem with characteristic boundary
• Some results on the problem of exit from a domain
• Boundary problems for a class of differential equations with multiple characteristics
• Exit time moments, boundary value problems, and the geometry of domains in Euclidean space

Cited in

(10)

• Some results on the problem of exit from a domain
• Exit time asymptotics for small noise stochastic delay differential equations
• Large deviations results for the exit problem with characteristic boundary
• The averaging principle for diffusions with a small parameter in the case of a noncharacteristic boundary
• Breaking a chain of interacting Brownian particles
• Universal statistics of incubation periods and other detection times via diffusion models
• Oscillatory survival probability: analytical and numerical study of a non-Poissonian exit time
• Boundary Local Time and Small Parameter Exit Problems with Characteristic Boundaries
• Cycling and skewing of exit measures for planar systems
• Exit Problems as the Generalized Solutions of Dirichlet Problems

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