Boundary Local Time and Small Parameter Exit Problems with Characteristic Boundaries

DOI10.1137/0520018zbMath0677.60060OpenAlexW1967808464MaRDI QIDQ3833362

Martin V. Day

Publication date: 1989

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0520018

zbMATH Keywords

local timeexit problemsmall parameter diffusion processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Local time and additive functionals (60J55)

Related Items (5)

Asymptotics in the Dirichlet problem for second order elliptic equations with degeneration on the boundary ⋮ Perturbations of parabolic equations and diffusion processes with degeneration: boundary problems, metastability, and homogenization ⋮ Some results on the problem of exit from a domain ⋮ Large deviations results for the exit problem with characteristic boundary ⋮ Large deviation principle for dynamical systems coupled with diffusion-transmutation processes

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