Geodesic
On the behaviour of a~diffusion process with a~large drift coefficient in a~halfspace
Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 3, pp. 585-592

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In this paper the convergence of a diffusion process with a small parameter to the diffusion process with the boundary conditions is established. The results are applied to the investigation of the behaviour of some boundary problems. 
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     author = {V. A. \v{S}alaumov},
     title = {On the behaviour of a~diffusion process with a~large drift coefficient in a~halfspace},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {585--592},
     publisher = {mathdoc},
     volume = {24},
     number = {3},
     year = {1979},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1979_24_3_a12/}
}
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V. A. Šalaumov. On the behaviour of a~diffusion process with a~large drift coefficient in a~halfspace. Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 3, pp. 585-592. http://geodesic.mathdoc.fr/item/TVP_1979_24_3_a12/