Diffusion approximation of Solutions of perturbed differential equations

DOI10.1515/ROSE.2002.10.1.13MaRDI QIDQ4786225zbMATH OpenOpenAlexFDO

Authors Alla Sikorskii

Publication date 15 December 2002

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose.2002.10.1.13

zbMATH Keywords

diffusion approximationfast Markov process perturbationHilbert space operator differential equation

Mathematics Subject Classification ID

Diffusion processes (60J60) Random operators and equations (aspects of stochastic analysis) (60H25)

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Cited in

(12)

• Diffusion equation with a general polynomial perturbation
• Some Fixed Point Theorems for Noncompact and Weakly Asymptotically Regular Set-Valued Mappings
• The Approximation Problem for Drift-Diffusion Systems
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• Asymptotic expansion for the functional of Markovian evolution in \(\mathbb{R}^{d}\) in the circuit of diffusion approximation
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• Random Nonlinear Variational Inequalities for Mappings of Monotone Type in Banach Spaces
• Approximation of the exponential of a diffusion operator with multiscale coefficients
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• Diffusion approximation of systems with weakly ergodic Markov perturbations. II
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