Diffusion Across Characteristic Boundaries
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Publication:3959229
DOI10.1137/0142057zbMath0495.60078OpenAlexW2091450456MaRDI QIDQ3959229
Zeev Schuss, Bernard J. Matkowsky
Publication date: 1982
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0142057
singular perturbationasymptotic methodsfirst passage timeelliptic boundary problemdistribution of exit points
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65) Applications of quantum theory to specific physical systems (81V99)
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