On the problem of exit

DOI10.1090/S0002-9904-1976-14041-4zbMath0336.35010MaRDI QIDQ4104285

Zeev Schuss, Bernard J. Matkowsky

Publication date: 1976

Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Boundary value problems for second-order elliptic equations (35J25) Singular perturbations in context of PDEs (35B25) Ordinary differential equations and systems with randomness (34F05)

Related Items (2)

A singular perturbation approach to first passage times for Markov jump processes ⋮ Singularly perturbed problems in partial differential equations: A survey

Cites Work

• The first boundary value problem for \(\epsilon\Delta u+A(x,y)u_x+B(x,y)u_y+C(x,y)u =D(x,y)\) for small \(\epsilon\)
• A Variational Approach to Singularly Perturbed Boundary Value Problems for Ordinary and Partial Differential Equations with Turning Points
• Unnamed Item

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