Asymptotic expansion of a functional constructed from a semi-Markov random evolution in the scheme of diffusion approximation

DOI10.1090/tpms/1035zbMath1402.60096OpenAlexW2895560017WikidataQ129133548 ScholiaQ129133548MaRDI QIDQ4686489

Vladimir S. Korolyuk, Igor V. Samoilenko

Publication date: 10 October 2018

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/1035

zbMATH Keywords

asymptotic expansionrandom evolutionsemi-Markov processregularization of boundary conditions

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Asymptotic expansions of solutions to PDEs (35C20) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items

A bound for the remainder term in the asymptotic expansion of a functional constructed from a semi-Markov random evolution

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