Small random perturbations of one-dimensional diffusion processes

DOI10.1007/BF02563881zbMath0909.60062OpenAlexW2316460934MaRDI QIDQ4391492

Fu-bao Xi

Publication date: 7 April 1999

Published in: Acta Mathematica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02563881

zbMATH Keywords

diffusion processesexit timessmall random perturbations

Mathematics Subject Classification ID

Singular perturbations in context of PDEs (35B25) Diffusion processes (60J60)

Cites Work

• Unnamed Item
• Killed diffusions and their conditioning
• Functional Integration and Partial Differential Equations. (AM-109)
• ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS

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