Small deviations of solutions of stochastic differential equations in tube domains

  • V. A. Gasanenko

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.
Published
25.05.1997
How to Cite
GasanenkoV. 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.
Section
Research articles