Asymptotic expansion for the functional of Markovian evolution in R d in the circuit of diffusion approximation

I. V. Samoilenko

International Journal of Stochastic Analysis, 2005, vol. 2005, 1-11

Abstract:

We study the asymptotic expansion for solution of singularly perturbed equation for functional of Markovian evolution in R d . The view of regular and singular parts of solution is found.

Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:909521

DOI: 10.1155/JAMSA.2005.247

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