On the Behavior of a Diffusion Process with a Large Drift Coefficient in a Halfspace

DOI10.1137/1124069zbMath0435.60081OpenAlexW2087624217MaRDI QIDQ3875055

V. A. Shalaumov

Publication date: 1980

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1124069

zbMATH Keywords

behavior of a diffusion process with a large drift coefficient in a halfspace

Mathematics Subject Classification ID

Diffusion processes (60J60)

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