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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive
Teor. Veroyatnost. i Primenen., 1979 Volume 24, Issue 3, Pages 585–592 (Mi tvp2644)
This article is cited in 5 papers

Short Communications

On the behaviour of a diffusion process with a large drift coefficient in a halfspace

V. A. Šalaumov

Moscow

Abstract: In this paper the convergence of a diffusion process with a small parameter to the diffusion process with the boundary conditions is established. The results are applied to the investigation of the behaviour of some boundary problems.

Received: 07.02.1978


 English version: Theory of Probability and its Applications, 1980, 24:3, 592–598

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