Asymptotic Series for Singularly Perturbed Kolmogorov–Fokker–Planck Equations

DOI10.1137/S0036139994270085zbMath0873.35015MaRDI QIDQ5691311

G. George Yin, Rafail Z. Khasminskii

Publication date: 26 October 1997

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

exponential decayinitial layer terms

Mathematics Subject Classification ID

Singular perturbations in context of PDEs (35B25) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Diffusion processes (60J60) Asymptotic expansions of solutions to PDEs (35C20)

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