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

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.