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Teoriya Veroyatnostei i ee Primeneniya, 1978, Volume 23, Issue 1, Pages 120–133
(Mi tvp2980)
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This article is cited in 1 scientific paper (total in 1 paper)
On the exit time from the domain
I. I. Citovič Moscow
Abstract:
Let $x_t$ be a diffusion process in a domain $G$ and its diffusion coefficient be multiplied by $\varepsilon>0$. A control of the process drift is built providing asymptotically, in $\varepsilon$, maximal mean exit time from the domain, when the domain of admissible drift values contains 0 on its boundary.
Received: 08.04.1976
Citation:
I. I. Citovič, “On the exit time from the domain”, Teor. Veroyatnost. i Primenen., 23:1 (1978), 120–133; Theory Probab. Appl., 23:1 (1978), 117–129
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https://www.mathnet.ru/eng/tvp2980 https://www.mathnet.ru/eng/tvp/v23/i1/p120
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Abstract page: | 167 | Full-text PDF : | 83 |
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