Xi Fubao. Small Perturbations of One Dimensional Degenerate Diffusion ProcessesJ. Transactions of Beijing institute of Technology, 1997, (4): 408-413.
Citation: Xi Fubao. Small Perturbations of One Dimensional Degenerate Diffusion ProcessesJ. Transactions of Beijing institute of Technology, 1997, (4): 408-413.

Small Perturbations of One Dimensional Degenerate Diffusion Processes

  • The small perturbations of one dimensional degenerate diffusion processes is considered.By means of constructing auxilary systems and applying large deviation methods,with the perturbations tending to zero,the asymptotic estimation of the mean exit times and the exit distributions is made.
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