2019
Том 71
№ 7

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Complete asymptotic decomposition of the sojourn probability of a diffusion process in thin domains with moving boundaries

Gasanenko V. A.

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Abstract

We investigate a diffusion process ξ(t) with absorption defined in a thin domainD ε ={(x,t)∶εG 1 (t) 2 (t), t≥0}. We obtain the complete decomposition of the sojourn probability of ξ(t) inD ε with respect to ε→0.

English version (Springer): Ukrainian Mathematical Journal 51 (1999), no. 9, pp 1303-1313.

Citation Example: Gasanenko V. A. Complete asymptotic decomposition of the sojourn probability of a diffusion process in thin domains with moving boundaries // Ukr. Mat. Zh. - 1999. - 51, № 9. - pp. 1155–1164.

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