Matematičeskie zametki, Tome 22 (1977) no. 3, pp. 411-420
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A. D. Venttsel'. The first boundary exit point of a diffusion process with small diffusion. Matematičeskie zametki, Tome 22 (1977) no. 3, pp. 411-420. http://geodesic.mathdoc.fr/item/MZM_1977_22_3_a10/
@article{MZM_1977_22_3_a10,
author = {A. D. Venttsel'},
title = {The first boundary exit point of a~diffusion process with small diffusion},
journal = {Matemati\v{c}eskie zametki},
pages = {411--420},
year = {1977},
volume = {22},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/MZM_1977_22_3_a10/}
}
TY - JOUR
AU - A. D. Venttsel'
TI - The first boundary exit point of a diffusion process with small diffusion
JO - Matematičeskie zametki
PY - 1977
SP - 411
EP - 420
VL - 22
IS - 3
UR - http://geodesic.mathdoc.fr/item/MZM_1977_22_3_a10/
LA - ru
ID - MZM_1977_22_3_a10
ER -
%0 Journal Article
%A A. D. Venttsel'
%T The first boundary exit point of a diffusion process with small diffusion
%J Matematičeskie zametki
%D 1977
%P 411-420
%V 22
%N 3
%U http://geodesic.mathdoc.fr/item/MZM_1977_22_3_a10/
%G ru
%F MZM_1977_22_3_a10
A diffusion process with a drift $b(x)$ and small diffusion sooner or later reaches the boundary of a region containing a stable position of equilibrium of the dynamical system $\dot x_t=b(x_t)$. The first exit point belongs to a small part of the boundary (see [1, 2]). An estimate of the order of the size of this part is given.
