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On the asymptotic relation between equilibrium density and exit measure in the exit problem. (English) Zbl 0526.60052


MSC:

60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60J65 Brownian motion
93E15 Stochastic stability in control theory
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[1] Day M., SIAM J. Math. Anal 13 pp 532– (1982) · Zbl 0513.60077 · doi:10.1137/0513035
[2] Devinatz A., Indiana Univ. Math J 27 pp 527– (1967) · Zbl 0395.35020 · doi:10.1512/iumj.1978.27.27036
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[5] Kamin S., Indiana Univ. Math J 27 pp 935– (1978) · Zbl 0369.35008 · doi:10.1512/iumj.1978.27.27063
[6] Khasminskii R. Z., Th.Prob. Appl 5 pp 179– (1960) · Zbl 0106.12001 · doi:10.1137/1105016
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