Asymptotic Expansions for Solutions of Systems of Kolmogorov Backward Equations of Two-Time-Scale Switching Jump Diffusions (Q2890077): Difference between revisions

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-Dung Tien Nguyen
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-G. George Yin
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+Dung Tien Nguyen
@@ Property / author: Dung Tien Nguyen / rank @@
+Normal rank
@@ Property / author @@
+G. George Yin
@@ Property / author: G. George Yin / rank @@
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+https://doi.org/10.1080/03610926.2011.581166
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+W1985865980
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@@ Property / cites work @@
+Switching processes: Averaging principle, diffusion approximation and applications
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@@ Property / cites work @@
+Q4509488
@@ Property / cites work: Q4509488 / rank @@
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@@ Property / cites work @@
+Asymptotic expansions of solutions of integro-differential equations for transition densities of singularly perturbed switching diffusions: Rapid switchings
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+Singularly perturbed diffusisons: Rapid switchings and fast diffusions.
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+Asymptotic Series for Singularly Perturbed Kolmogorov–Fokker–Planck Equations
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+On Averaging Principles: An Asymptotic Expansion Approach
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+Asymptotic Expansions of Singularly Perturbed Systems Involving Rapidly Fluctuating Markov Chains
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+Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes
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+Aggregation of Variables in Dynamic Systems
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+Q4375487
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+Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states.
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+Markowitz's Mean-Variance Portfolio Selection With Regime Switching: From Discrete-Time Models to Their Continuous-Time Limits
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+Hybrid switching diffusions. Properties and applications
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@@ links / mardi / name / links / mardi / name @@
+Publication:2890077