Exit Probabilities for a Class of Perturbed Degenerate Systems

DOI10.1137/0319004zbMath0518.93054OpenAlexW2047327648MaRDI QIDQ3669276

Onésimo Hernández-Lerma

Publication date: 1981

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0319004

zbMATH Keywords

exit probabilitiesperturbed degenerate diffusion processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical computation of solutions to systems of equations (65H10) Degenerate parabolic equations (35K65) Optimal stochastic control (93E20) Diffusion processes (60J60) Stochastic systems in control theory (general) (93E03)

Related Items (1)

On the Asymptotic Estimates for Exit Probabilities and Minimum Exit Rates of Diffusion Processes Pertaining to a Chain of Distributed Control Systems

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