Small deviations of solutions of stochastic differential equations in tube domains
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.Downloads
Published
25.05.1997
Issue
Section
Research articles
How to Cite
Gasanenko, V. A. “Small Deviations of Solutions of Stochastic Differential Equations in Tube Domains”. Ukrains’kyi Matematychnyi Zhurnal, vol. 49, no. 5, May 1997, pp. 638–650, https://umj.imath.kiev.ua/index.php/umj/article/view/5044.