Small random perturbations of one-dimensional diffusion processes |
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| Authors: | Xi Fubao |
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| Institution: | (1) Department of Applied Mathematics, Beijing Institute of Technology, 100081 Beijing, China |
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| Abstract: | In the present paper we consider the small random perturbations of one-dimensional diffusion processes. By virtue of stochastic
analysis methods, we investigate the asymptotics of the mean exit times and probabilistical estimates of the exit times as
the perturbations tend to zero.
Partially supported by the Young Teachers Foundation of Beijing Institute of Technology |
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| Keywords: | Diffusion processes Small random perturbations Exit times |
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