The asymptotic behavior of the solution of the exterior Dirichlet problem for Brownian motion perturbed by a small parameter drift

DOI10.1214/AOP/1176990635zbMath0715.60095OpenAlexW2059849161MaRDI QIDQ751735

Ross G. Pinsky

Publication date: 1990

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990635

zbMATH Keywords

Dirichlet problemMartin boundaryenergy integralexterior domainLipschitz boundaryrecurrence assumption

Mathematics Subject Classification ID

Diffusion processes (60J60) Perturbations in context of PDEs (35B20)

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