Boundary local time and small parameter exit problems with characteristic boundaries. (English) Zbl 0677.60060
This paper extends previous work by the author [see Stochastics 20, 121- 150 (1987; Zbl 0612.60067)] on the exit problem for small parameter diffusion processes to a case which allows drift tangential to the boundary.
Reviewer: T.C.Gard
MSC:
| 60H10 | Stochastic ordinary differential equations (aspects of stochastic analysis) |
| 60J55 | Local time and additive functionals |
| 60J60 | Diffusion processes |
