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Teoriya Veroyatnostei i ee Primeneniya, 1979, Volume 24, Issue 3, Pages 585–592
(Mi tvp2644)
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This article is cited in 5 scientific papers (total in 5 papers)
Short Communications
On the behaviour of a diffusion process with a large drift coefficient in a halfspace
V. A. Šalaumov Moscow
Abstract:
In this paper the convergence of a diffusion process with a small parameter to the diffusion process with the boundary conditions is established. The results are applied to the investigation of the behaviour of some boundary problems.
Received: 07.02.1978
Citation:
V. A. Šalaumov, “On the behaviour of a diffusion process with a large drift coefficient in a halfspace”, Teor. Veroyatnost. i Primenen., 24:3 (1979), 585–592; Theory Probab. Appl., 24:3 (1980), 592–598
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https://www.mathnet.ru/eng/tvp2644 https://www.mathnet.ru/eng/tvp/v24/i3/p585
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Abstract page: | 182 | Full-text PDF : | 78 |
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