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arXiv · 0704.0315

The small deviations of many-dimensional diffusion processes and rarefaction by boundaries

Vitalii A. Gasanenko
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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.

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Vitalii A. Gasanenko. 2007-04-03. The small deviations of many-dimensional diffusion processes and rarefaction by boundaries. https://arxiv.org/abs/0704.0315

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