The small deviations of multi-dimensional diffusion processes and rarefaction by boundaries
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Abstract: We lead the algorithm of expansion of sojourn probability of many-dimensional diffusion processes in small domain. The principal member of this expansion defines normalizing coefficient for special limit theorems.
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Cites work
- Fluctuations and Irreversible Processes
- scientific article; zbMATH DE number 1524429 (Why is no real title available?)
- Limit theorems for number of diffusion processes, which did not absorb by boundaries
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- On the Onsager-Machlup functional of diffusion processes around non \(C^ 2\) curves
Cited in
(4)- An analog of Andre's reflection principle for diffusion processes with a small parameter
- scientific article; zbMATH DE number 1524429 (Why is no real title available?)
- Limit theorems for rarefaction of a set of diffusion processes by boundaries
- Limit theorems for number of diffusion processes, which did not absorb by boundaries
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