Exit probabilities for degenerate systems

Part of the Lecture Notes in Mathematics book series (LNM, volume 1963)

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].

Keywords

Exit Time Inclusion Probability Lipschitz Continuous Function Degenerate System Exit Probability 
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Copyright information

© Springer-Verlag Berlin Heidelberg 2009

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