Asymptotic expansions for solutions of parabolic systems associated with multi-scale switching diffusions (Q2401783): Difference between revisions

@@ Property / author @@
-Ky Quan Tran
@@ Property / author: Ky Quan Tran / rank @@
-Normal rank
@@ Property / author @@
-G. George Yin
@@ Property / author: G. George Yin / rank @@
-Normal rank
@@ Property / author @@
+Ky Quan Tran
@@ Property / author: Ky Quan Tran / rank @@
+Normal rank
@@ Property / author @@
+G. George Yin
@@ Property / author: G. George Yin / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10255-017-0695-9
+Normal rank
@@ Property / OpenAlex ID @@
+W2744456236
@@ Property / OpenAlex ID: W2744456236 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastically perturbed dynamical systems
@@ Property / cites work: Stochastically perturbed dynamical systems / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations for multi-scale Markovian switching systems with a small diffusion
+Normal rank
@@ Property / cites work @@
+Ergodic expansions in small noise problems
@@ Property / cites work: Ergodic expansions in small noise problems / rank @@
+Normal rank
@@ Property / cites work @@
+Q4023364
@@ Property / cites work: Q4023364 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic expansions of solutions of integro-differential equations for transition densities of singularly perturbed switching diffusions: Rapid switchings
+Normal rank
@@ Property / cites work @@
+Q2825634
@@ Property / cites work: Q2825634 / rank @@
+Normal rank
@@ Property / cites work @@
+Uniform asymptotic expansions for pricing European options
+Normal rank
@@ Property / cites work @@
+Limit behavior of two-time-scale diffusions revisited
+Normal rank
@@ Property / cites work @@
+Uniform acceleration expansions for Markov chains with time-varying rates
+Normal rank
@@ Property / cites work @@
+Asymptotic expansions of solutions of systems of Kolmogorov backward equations for two-time-scale switching diffusions
+Normal rank
@@ Property / cites work @@
+Q4781183
@@ Property / cites work: Q4781183 / rank @@
+Normal rank
@@ Property / cites work @@
+Average-cost control of stochastic manufacturing systems.
+Normal rank
@@ Property / cites work @@
+Q4265503
@@ Property / cites work: Q4265503 / rank @@
+Normal rank
@@ Property / cites work @@
+Aggregation of Variables in Dynamic Systems
@@ Property / cites work: Aggregation of Variables in Dynamic Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Perturbed linear stochastic dynamical systems
@@ Property / cites work: Perturbed linear stochastic dynamical systems / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous-time Markov chains and applications. A two-time-scale approach
+Normal rank
@@ Property / cites work @@
+Properties of solutions of stochastic differential equations with continuous-state-dependent switching
+Normal rank
@@ Property / cites work @@
+Hybrid switching diffusions. Properties and applications
+Normal rank