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Teoriya Veroyatnostei i ee Primeneniya, 1978, Volume 23, Issue 1, Pages 120–133 (Mi tvp2980)  
This article is cited in 1 scientific paper (total in 1 paper)

On the exit time from the domain

I. I. Citovič

Moscow
Full-text PDF (753 kB) Citations (1)
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
English version:
Theory of Probability and its Applications, 1978, Volume 23, Issue 1, Pages 117–129
DOI: https://doi.org/10.1137/1123009
Bibliographic databases:
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Tsy78}
\by I.~I.~Citovi{\v{c}}
\paper On the exit time from the domain
\jour Teor. Veroyatnost. i Primenen.
\yr 1978
\vol 23
\issue 1
\pages 120--133
\mathnet{http://mi.mathnet.ru/tvp2980}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=518324}
\zmath{https://zbmath.org/?q=an:0423.60061|0402.60078}
\transl
\jour Theory Probab. Appl.
\yr 1978
\vol 23
\issue 1
\pages 117--129
\crossref{https://doi.org/10.1137/1123009}
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  • https://www.mathnet.ru/eng/tvp/v23/i1/p120
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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