Singularly perturbed diffusisons: Rapid switchings and fast diffusions.

DOI10.1023/A:1022698023010zbMath1033.60071MaRDI QIDQ1807686

A. M. Il'in, Rafail Z. Khasminskii, G. George Yin

Publication date: 19 December 1999

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

singular perturbationasymptotic expansionKolmogorov forward equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (7)

Asymptotic Expansions for Solutions of Systems of Kolmogorov Backward Equations of Two-Time-Scale Switching Jump Diffusions ⋮ Asymptotic expansions of solutions of integro-differential equations for transition densities of singularly perturbed switching diffusions: Rapid switchings ⋮ Asymptotic expansions of solutions for parabolic systems associated with transient switching diffusions ⋮ Asymptotic expansions of transition densities for hybrid jump-diffusions ⋮ Small perturbation of stochastic parabolic equations: A power series analysis ⋮ Asymptotic properties of solutions of parabolic equations arising from transient diffusions ⋮ Asymptotic expansions of solutions of systems of Kolmogorov backward equations for two-time-scale switching diffusions

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