摘要
In the present paper we consider the small random perturbations of one-dimensional diffosion processes. By virtue of stochastic analysis methods, we investigate the asymptotics of the mean exit times and probabilistical estimates of the exit times as the perturbations tend to zero.
In the present paper we consider the small random perturbations of one-dimensional diffosion processes. By virtue of stochastic analysis methods, we investigate the asymptotics of the mean exit times and probabilistical estimates of the exit times as the perturbations tend to zero.
基金
the Young Teachers Foundation of Beijing Institute of Technology
