Small deviations of solutions of stochastic differential equations in tube domains
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.
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| Datum: | 1997 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Ukrainisch Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
1997
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/5044 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860511240479047680 |
|---|---|
| author | Gasanenko, V. A. Гасаненко, В. О. |
| author_facet | Gasanenko, V. A. Гасаненко, В. О. |
| author_sort | Gasanenko, V. A. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2020-03-18T21:23:40Z |
| description | 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. |
| first_indexed | 2026-03-24T03:09:45Z |
| format | Article |
| fulltext |
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| id | umjimathkievua-article-5044 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | Ukrainian English |
| last_indexed | 2026-03-24T03:09:45Z |
| publishDate | 1997 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/99/7923e36501e20661493ae663b70c6d99.pdf |
| spelling | umjimathkievua-article-50442020-03-18T21:23:40Z Small deviations of solutions of stochastic differential equations in tube domains Малі відхилення розв'язків стохаетичиих диференціальних-рівнянь у трубчастих областях Gasanenko, V. A. Гасаненко, В. О. 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. Наведено алгоритм для визначення повного асимптотичного розвинення ймовірності перебування одновимірного дифузійного процесу у нузькій області з криволінійними границями. Institute of Mathematics, NAS of Ukraine 1997-05-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/5044 Ukrains’kyi Matematychnyi Zhurnal; Vol. 49 No. 5 (1997); 638–650 Український математичний журнал; Том 49 № 5 (1997); 638–650 1027-3190 uk en https://umj.imath.kiev.ua/index.php/umj/article/view/5044/6785 https://umj.imath.kiev.ua/index.php/umj/article/view/5044/6786 Copyright (c) 1997 Gasanenko V. A. |
| spellingShingle | Gasanenko, V. A. Гасаненко, В. О. Small deviations of solutions of stochastic differential equations in tube domains |
| title | Small deviations of solutions of stochastic differential equations in tube domains |
| title_alt | Малі відхилення розв'язків стохаетичиих диференціальних-рівнянь у трубчастих областях |
| title_full | Small deviations of solutions of stochastic differential equations in tube domains |
| title_fullStr | Small deviations of solutions of stochastic differential equations in tube domains |
| title_full_unstemmed | Small deviations of solutions of stochastic differential equations in tube domains |
| title_short | Small deviations of solutions of stochastic differential equations in tube domains |
| title_sort | small deviations of solutions of stochastic differential equations in tube domains |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/5044 |
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