Exit probabilities for degenerate systems
This chapter is devoted to the investigation of the exit probabilities for degenerate stochastic differential systems depending on small parameters. In doing so, the exposition follows Hernández-Lerma [HL 80], [HL 81] and Fleming [Fl 80], [Fl 78], [Fl 77].
KeywordsExit Time Inclusion Probability Lipschitz Continuous Function Degenerate System Exit Probability
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