Scaling limit for the diffusion exit problem in the Levinson case
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Publication:617907
DOI10.1016/j.spa.2010.09.002zbMath1266.37020arXiv1006.2766OpenAlexW1973134272MaRDI QIDQ617907
Sergio Angel Almada Monter, Yu. Yu. Bakhtin
Publication date: 14 January 2011
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1006.2766
Diffusion processes (60J60) Generation, random and stochastic difference and differential equations (37H10)
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