2017
Том 69
№ 9

All Issues

Small deviations of solutions of stochastic differential equations in tube domains

Gasanenko V. A.

Full text (.pdf)


Abstract

We present an algorithm for the determination of a complete asymptotic decomposition of the sojourn probability of a one-dimensional diffusion process in a thin domain with curvilinear boundary.

English version (Springer): Ukrainian Mathematical Journal 49 (1997), no. 5, pp 708-723.

Citation Example: Gasanenko V. A. Small deviations of solutions of stochastic differential equations in tube domains // Ukr. Mat. Zh. - 1997. - 49, № 5. - pp. 638–650.

Full text