A Singular Perturbation Approach to Non-Markovian Escape Rate Problems

DOI10.1137/0146019zbMath0599.60055OpenAlexW1992519279MaRDI QIDQ3734798

Zeev Schuss, M. M. Dygas, Bernard J. Matkowsky

Publication date: 1986

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0146019

zbMATH Keywords

perturbation techniquesLangevin equationmean exit time

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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