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 |
|---|---|
| Pages (from-to) | 74-96 |
| Number of pages | 23 |
| Journal | Israel Journal of Mathematics |
| Volume | 40 |
| Issue number | 1 |
| DOIs | |
| State | Published - Mar 1981 |
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