Small random perturbations of one-dimensional diffusion processes

被引：0

作者：

Xi, FB ^{[1
]}

机构：

[1] Beijing Inst Technol, Dept Math Appl, Beijing 100081, Peoples R China

来源：

ACTA MATHEMATICA SINICA-NEW SERIES | 1998年 / 14卷 / 01期

关键词：

diffusion processes; small random perturbations; exit times;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：35 / 40

页数：6

共 50 条

[1] Small Random Perturbations of One-Dimensional Diffusion Processes
Xi Fubao Department of Applied Mathematics
Acta Mathematica Sinica,English Series, 1998, (01) : 35 - 40
[2] Small Random Perturbations of One-Dimensional Diffusion Processes
Xi Fubao Department of Applied Mathematics Beijing Institute of Technology Beijing China
Acta Mathematica Sinica(New Series), 1998, 14 (01) : 35 - 40
[3] Small random perturbations of one-dimensional diffusion processes
Xi, Fubao
Acta Mathematica Sinica, 1998, 14 (01): : 35 - 40
[4] Small random perturbations of one-dimensional diffusion processes
Xi Fubao
Acta Mathematica Sinica, 1998, 14 (1) : 35 - 40
[5] LOCALIZATION OF DIFFUSION-PROCESSES IN ONE-DIMENSIONAL RANDOM ENVIRONMENT
KAWAZU, K
TAMURA, Y
TANAKA, H
JOURNAL OF THE MATHEMATICAL SOCIETY OF JAPAN, 1992, 44 (03) : 515 - 550
[6] On random walk simulation of one-dimensional diffusion processes with discontinuous coefficients
Étoré, P
ELECTRONIC JOURNAL OF PROBABILITY, 2006, 11 : 249 - 275
[7] DIFFUSION IN RANDOM ONE-DIMENSIONAL SYSTEMS
BERNASCONI, J
SCHNEIDER, WR
JOURNAL OF STATISTICAL PHYSICS, 1983, 30 (02) : 355 - 362
[8] Occupation time theorems for one-dimensional random walks and diffusion processes in random environments
Kasahara, Yuji
Watanabe, Shinzo
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2009, 119 (02) : 347 - 372
[9] The quasi-stationary distribution for small random perturbations of certain one-dimensional maps
Ramanan, K
Zeitouni, O
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1999, 84 (01) : 25 - 51
[10] One-dimensional diffusion in an asymmetric random environment
Cheliotis, Dimitrios
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2006, 42 (06): : 715 - 726

← 1 2 3 4 5 →