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.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
