Advances in Differential Equations
- Adv. Differential Equations
- Volume 2, Number 1 (1997), 39-84.
Large deviations estimates for the exit probabilities of a diffusion process through some vanishing parts of the boundary
Adv. Differential Equations, Volume 2, Number 1 (1997), 39-84.
First available in Project Euclid: 24 April 2013
Permanent link to this document
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 60F10: Large deviations
Secondary: 35B05: Oscillation, zeros of solutions, mean value theorems, etc. 35R60: Partial differential equations with randomness, stochastic partial differential equations [See also 60H15] 49L25: Viscosity solutions 60J60: Diffusion processes [See also 58J65]
Barles, Guy; Blanc, Alain-Philippe. Large deviations estimates for the exit probabilities of a diffusion process through some vanishing parts of the boundary. Adv. Differential Equations 2 (1997), no. 1, 39--84. https://projecteuclid.org/euclid.ade/1366809228