The small deviations of multi-dimensional diffusion processes and rarefaction by boundaries

DOI10.1515/ROSE.2008.006zbMath1199.60299arXiv0704.0315OpenAlexW2962785983MaRDI QIDQ5324856

Vitalii A. Gasanenko

Publication date: 8 August 2009

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0704.0315

zbMATH Keywords

parabolic problemsmall domainalgorithm of expansionnumber of unabsorbed processes

Mathematics Subject Classification ID

Brownian motion (60J65)

Cites Work

• Limit theorems for number of diffusion processes, which did not absorb by boundaries
• On the Onsager-Machlup functional of diffusion processes around non \(C^ 2\) curves
• Fluctuations and Irreversible Processes
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