Asymptotic series and exit time probabilities

DOI10.1214/aop/1176989695zbMath0771.60055OpenAlexW2022386023MaRDI QIDQ1201175

Matthew R. James, Wendell H. Fleming

Publication date: 17 January 1993

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

Full work available at URL: https://doi.org/10.1214/aop/1176989695

zbMATH Keywords

large deviation principlerandom perturbationsdiffusion with small parameterregion of strong regularity

Mathematics Subject Classification ID

Diffusion processes (60J60) Large deviations (60F10) Asymptotic expansions of solutions to PDEs (35C20) Stochastic integral equations (60H20)

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