Asymptotic expansion for the functional of Markovian evolution in \(\mathbb{R}^{d}\) in the circuit of diffusion approximation

DOI10.1155/JAMSA.2005.247zbMath1109.60089arXiv0910.3775MaRDI QIDQ2498180

Igor V. Samoilenko

Publication date: 28 August 2006

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0910.3775

zbMATH Keywords

singularly perturbed partial differential equation

Mathematics Subject Classification ID

Other physical applications of random processes (60K40) Perturbation theories for operators and differential equations in quantum theory (81Q15) Continuous-time Markov processes on discrete state spaces (60J27)

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