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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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Bibliographische Detailangaben
Datum:	1997
Hauptverfasser:	Gasanenko, V. A., Гасаненко, В. О.
Format:	Artikel
Sprache:	Ukrainisch Englisch
Veröffentlicht:	Institute of Mathematics, NAS of Ukraine 1997
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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