Exit probabilities for degenerate systems

  • Onésimo Hernández-Lerma
Stochastic Control
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 22)


Stochastic Differential Equation Exit Time Distribution Solution Inclusion Probability Stochastic Control Problem 
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    A. D. Ventsel and M. I. Friedlin, On small random perturbations of dynamical systems, Russian Math. Surveys 25 (1970), 1–55.Google Scholar

Copyright information

© Springer-Verlag 1980

Authors and Affiliations

  • Onésimo Hernández-Lerma
    • 1
  1. 1.Departamento de MatemáticasCentro de Investigación del I.P.N.México 14D. F. Mexico

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