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

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

2007-04-03

arxiv.org/abs/0704.0315v1

Mathematics

Probability

10 pages

Scientific paper

We lead the algorithm of expansion of sojourn probability of many-dimensional
diffusion processes in small domain. The principal member of this expansion
defines normalizing coefficient for special limit theorems.

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