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.
Citation:
V. A. Šalaumov, “On the behaviour of a diffusion process with a large drift coefficient in a halfspace”, Teor. Veroyatnost. i Primenen., 24:3 (1979), 585–592; Theory Probab. Appl., 24:3 (1980), 592–598