The asymptotic behavior of the solution of the exterior Dirichlet problem for Brownian motion perturbed by a small parameter drift

DOI10.1214/AOP/1176990635zbMATH Open0715.60095OpenAlexW2059849161MaRDI QIDQ751735FDOQ751735

Authors: Ross G. Pinsky 

Publication date: 1990

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990635

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zbMATH Keywords

Dirichlet problemMartin boundaryexterior domainLipschitz boundaryenergy integralrecurrence assumption

Mathematics Subject Classification ID

Diffusion processes (60J60) Perturbations in context of PDEs (35B20)

Cited In (5)

• Étude asymptotique de certains mouvements browniens complexes avec drift
• Asymptotic analysis of mean exit time for dynamical systems with a single well potential
• Asymptotic behaviour of a Brownian motion on exterior domains
• The averaging principle for diffusions with a small parameter in the case of a noncharacteristic boundary
• Small time asymptotics for Brownian motion with singular drift

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