一维扩散过程的小随机扰动

席福宝

数学学报 ›› 1998, Vol. 41 ›› Issue (1)

PDF(355 KB)
PDF(355 KB)
数学学报 ›› 1998, Vol. 41 ›› Issue (1) DOI: 10.12386/A1998sxxb0018
论文

一维扩散过程的小随机扰动

    席福宝
作者信息 +

Small Random Perturbations of One-dimensional Diffusion Processes

    FuBao Xi
Author information +
文章历史 +

摘要

本文考虑一维扩散过程的小随机扰动.我们应用随机分析方法,给出了当扰动趋于零时,平均越出时间的渐近估计和越出时间的概率估计.

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.

关键词

小随机扰动 / 扩散过程 / 越出时间

引用本文

导出引用
席福宝. 一维扩散过程的小随机扰动. 数学学报, 1998, 41(1) https://doi.org/10.12386/A1998sxxb0018
FuBao Xi. Small Random Perturbations of One-dimensional Diffusion Processes. Acta Mathematica Sinica, Chinese Series, 1998, 41(1) https://doi.org/10.12386/A1998sxxb0018
PDF(355 KB)

232

Accesses

0

Citation

Detail

段落导航
相关文章

/