This chapter is devoted to the investigation of the exit probabilities for degenerate stochastic differential systems depending on small parameters. In doing so, the exposition follows Hernández-Lerma [HL 80], [HL 81] and Fleming [Fl 80], [Fl 78], [Fl 77].
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© 2009 Springer-Verlag Berlin Heidelberg
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(2009). Exit probabilities for degenerate systems. In: Local Lyapunov Exponents. Lecture Notes in Mathematics, vol 1963. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-85964-2_3
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DOI: https://doi.org/10.1007/978-3-540-85964-2_3
Publisher Name: Springer, Berlin, Heidelberg
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