Abstract: This paper is concerned with sufficient conditions to insure that certain diffusion exit times have, asymptotically, an exponential distribution. We also show that our requirements are satisfied in interesting situations, e.g., diffusions on compact manifolds, and a singular perturbation problem.
Publication Year: 1983
Publication Date: 1983-06-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 10
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