The small deviations of many-dimensional diffusion processes and rarefaction by boundaries
Probability
2007-05-23 v1 Analysis of PDEs
Abstract
We lead the algorithm of expansion of sojourn probability of many-dimensional diffusion processes in small domain. The principal member of this expansion defines normalizing coefficient for special limit theorems.
Cite
@article{arxiv.0704.0315,
title = {The small deviations of many-dimensional diffusion processes and rarefaction by boundaries},
author = {Vitalii A. Gasanenko},
journal= {arXiv preprint arXiv:0704.0315},
year = {2007}
}
Comments
10 pages