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.
FuBao Xi.
Small Random Perturbations of One-dimensional Diffusion Processes. Acta Mathematica Sinica, Chinese Series, 1998, 41(1) https://doi.org/10.12386/A1998sxxb0018