Small Random perturbation of dynamical systems with reflecting boundary-Reference-Cited by-同舟云学术

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Small Random perturbation of dynamical systems with reflecting boundary

Published:1976-02 Issue: Volume:60 Page:189-216
ISSN:0027-7630
Container-title:Nagoya Mathematical Journal
language:en
Short-container-title:Nagoya Mathematical Journal

Author:

Anderson Robert F.,Orey Steven

Abstract

Consider a diffusion process in Rd satisfying the stochastic differential equation

.

Publisher

Cambridge University Press (CUP)

Subject

General Mathematics

Reference8 articles.

1. Diffusion processes in a small time interval

2. ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS

3. Small Random Perturbations of Dynamical Systems and Applications to Parabolic Equations

4. Stochastic Equations for Diffusion Processes in a Bounded Region

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