一维退化扩散过程的小扰动
Small Perturbations of One Dimensional Degenerate Diffusion Processes
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摘要: 考虑一维退化扩散过程的小扰动。通过构造两个辅助系统,应用大偏差方法,作了当扰动趋于零时平均越出时间和越出分布的渐近估计。Abstract: 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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