Abstract
We investigate a diffusion process ξ(t) with absorption defined in a thin domainD ε ={(x,t)∶εG 1 (t)<x<εG 2 (t), t≥0}. We obtain the complete decomposition of the sojourn probability of ξ(t) inD ε with respect to ε→0.
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Additional information
Institute of Mathematics, Ukrainian Academy of Sciences, Kiev. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 51, No. 9, pp. 1155–1164, September, 1999.
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Gasanenko, V.A. Complete asymptotic decomposition of the sojourn probability of a diffusion process in thin domains with moving boundaries. Ukr Math J 51, 1303–1313 (1999). https://doi.org/10.1007/BF02592997
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DOI: https://doi.org/10.1007/BF02592997