Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications - Grasman, Johan a Herwaarden, Onno A., van

Asymptotic methods are of great importance for practical applications, especially in dealing with boundary value problems for small stochastic perturbations. The most likely exit point and expected escape time are determined with singular perturbation methods for the corresponding Fokker-Planck equation.