Cohen, Serge; Rossignol, Stéphane - In: Stochastic Processes and their Applications 83 (1999) 1, pp. 237-255
In this article sharp asymptotics for the solution of nonhomogeneous Kolmogorov, Petrovskii and Pisciunov equation depending on a small parameter are considered when the initial condition is the characteristic function of a set . We show how to extend the Ben Arous and Rouault's result that...
