The first boundary exit point of a diffusion process with small diffusion

DOI10.1007/BF02412502zbMath0415.60072OpenAlexW2042976413MaRDI QIDQ600175

Alexander D. Wentzell

Publication date: 1978

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02412502

zbMATH Keywords

diffusion process with small diffusionfirst boundary exit point

Mathematics Subject Classification ID

Diffusion processes (60J60)

Cites Work

• The Action Functional for a Class of Stochastic Processes
• ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS

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