The first boundary exit point of a diffusion process with small diffusion

DOI10.1007/BF02412502zbMATH Open0415.60072OpenAlexW2042976413MaRDI QIDQ600175FDOQ600175

Authors: Alexander D. Wentzell 

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1007/bf02412502

zbMATH Keywords

diffusion process with small diffusionfirst boundary exit point

Mathematics Subject Classification ID

Diffusion processes (60J60)

Cites Work

• ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
• The Action Functional for a Class of Stochastic Processes

This page was built for publication: The first boundary exit point of a diffusion process with small diffusion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q600175)