Abstract
We present an algorithm for the determination of a complete asymptotic decomposition of the sojourn probability of a one-dimensional diffusion process in a thin domain with curvilinear boundary.
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References
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Additional information
Institute of Mathematics, Ukrainian Academy of Sciences, Kiev. Translated from Ukrainskii Matematicheskii Zhumal, Vol. 49, No. 5, pp. 638–650, May, 1997.
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Gasanenko, V.A. Small deviations of solutions of stochastic differential equations in tube domains. Ukr Math J 49, 708–723 (1997). https://doi.org/10.1007/BF02486452
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DOI: https://doi.org/10.1007/BF02486452