Asymptotic expansions for SDE's with small multiplicative noise (Q2253854)

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English	Asymptotic expansions for SDE's with small multiplicative noise	scientific article

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instance of

scholarly article

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title

Asymptotic expansions for SDE's with small multiplicative noise (English)

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Stochastic Processes and their Applications

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publication date

13 February 2015

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full work available at URL

https://arxiv.org/abs/1312.2324

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zbMATH Keywords

stochastic differential equations

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asymptotic expansions

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multiplicative Lévy noise

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evolution equations

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MaRDI profile type

MaRDI publication profile

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cites work

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ASYMPTOTICS OF INFINITE-DIMENSIONAL INTEGRALS WITH RESPECT TO SMOOTH MEASURES I

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ASYMPTOTIC BEHAVIOUR OF SOLUTIONS TO CERTAIN PROBLEMS INVOLVING NON-LINEAR DIFFERENTIAL EQUATIONS CONTAINING A SMALL PARAMETER MULTIPLYING THE HIGHEST DERIVATIVES

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Identifiers

zbMATH Open document ID

1322.60082

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DOI

10.1016/j.spa.2014.09.009

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2253854