A singular perturbation approach to first passage times for Markov jump processes

DOI10.1007/BF01010845zbMath0629.60094MaRDI QIDQ1094003

Zeev Schuss, Charles Tier, Charles Knessl, Bernard J. Matkowsky

Publication date: 1986

Published in: Journal of Statistical Physics (Search for Journal in Brave)

zbMATH Keywords

singular perturbationasymptotic expansionmaster equationdiffusion appoximationsfirst passage time for Markov jump processesunimolecular dissociationWiener- Hopf problem

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (7)

Solution of functional difference equations from behavioral theory ⋮ Boundary behavior of diffusion approximations to Markov jump processes ⋮ Singular Perturbation Analysis of Integral Equations: Part II ⋮ Do cells sense time by number of divisions? ⋮ Asymptotic solution of some singularly perturbed Fredholm integral equations ⋮ Singular perturbations in noisy dynamical systems ⋮ A stochastic return map for stochastic differential equations

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• The Exit Problem: A New Approach to Diffusion Across Potential Barriers
• Expansion of the Master Equation for One-Dimensional Random Walks with Boundary

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