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

DOI10.1007/BF02412502MaRDI QIDQ600175zbMATH OpenOpenAlexFDO

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

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