Abstract
We consider the Markov diffusion process ξ∈(t), transforming when e{open}=0 into the solution of an ordinary differential equation with a turning point {o script} of the hyperbolic type. The asymptotic behevior as e{open}→0 of the exit time, of its expectation of the probability distribution of exit points for the process ξ∈(t) is studied. These indicate also the asymptotic behavior of solutions of the corresponding singularly perturbed elliptic boundary value problems.
Original language | English |
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Pages (from-to) | 74-96 |
Number of pages | 23 |
Journal | Israel Journal of Mathematics |
Volume | 40 |
Issue number | 1 |
DOIs | |
State | Published - Mar 1981 |