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Exit probabilities for degenerate systems

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Part of the Lecture Notes in Mathematics book series (LNM,volume 1963)

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].

Keywords

  • Exit Time
  • Inclusion Probability
  • Lipschitz Continuous Function
  • Degenerate System
  • Exit Probability

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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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