On asymptotic independence of the exit moment and position from a small domain for diffusion processes

DOI10.2478/BF02475666zbMath1030.60072OpenAlexW2166055238MaRDI QIDQ1856357

Vitalii A. Gasanenko

Publication date: 18 May 2003

Published in: Central European Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/bf02475666

zbMATH Keywords

diffusion processeshitting timeelliptic boundary problemexit place

Mathematics Subject Classification ID

Diffusion processes (60J60)

Cites Work

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