Diabate Nabongo
Universite d'Abobo-Adjame, UFR-SFA,
Departement de Mathщmatiques et Informatiques,
16 BP 372 Abidjan 16, (Cote d'Ivoire)
Theodore K. Boni
Institut National Polytechnique
Houphouet-Boigny de Yamoussoukro,
BP1093 Yamoussoukro, (Cote d'Ivoire)
In this paper, we consider a stochastic
differential equation. Under some conditions, we show that any
solution of the above problem extincts in a finite time and
its extinction time goes to that of the solution of certain
differential equation when the parameter of the diffusion tends
to zero. We also extend the above result to other classes of
extinction problems.
AMS subject classifications(2000): 60H10, 60G17, 34F05
Key-words: Stochastic differential equations, extinction, extinction time.