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Licensed Unlicensed Requires Authentication Published by De Gruyter September 11, 2008

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

  • Vitalii A. Gasanenko

Abstract

We consider the algorithm of calculation of all constants of principal member of asymptotic of sojourn probability of multi-dimensional diffusion processes in small domain. The principal member defines normalizing coefficients for special limit theorems.

Received: 2007-09-12
Published Online: 2008-09-11
Published in Print: 2008-August

© de Gruyter 2008

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