Large deviation principle for the diffusion-transmutation processes and Dirichlet problem for PDE systems with small parameter
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Publication:1917638
DOI10.1007/BF01203836zbMath0847.60020OpenAlexW1999648599MaRDI QIDQ1917638
Mark I. Freidlin, Tzong-Yow Lee
Publication date: 8 July 1996
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01203836
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Cites Work
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- On the dirichlet problem for a class of second order pde systems with small parameter
- Functional Integration and Partial Differential Equations. (AM-109)
- Recurrency and Transiency of Markov Processes Governed by Coupled Systems of Second–Order Elliptic Operators
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