Limit behavior of two-time-scale diffusions revisited (Q1775576): Difference between revisions
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Revision as of 10:36, 15 February 2024
scientific article
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| English | Limit behavior of two-time-scale diffusions revisited |
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Limit behavior of two-time-scale diffusions revisited (English)
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4 May 2005
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The authors concerned with diffusions with two-time scales or singularly perturbed diffusions. Asymptotic expansions of the solution of the associated Cauchy problem for parabolic differential equation are obtained and the desired error bounds are derived.
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parabolic partial differential equation
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singular perturbation
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two-time scale
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asymptotic expansion
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functional of diffusion.
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