An asymptotic limit law with a singularly perturbed drift and a random noise (Q4345114)
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scientific article; zbMATH DE number 1036904
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English | An asymptotic limit law with a singularly perturbed drift and a random noise |
scientific article; zbMATH DE number 1036904 |
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An asymptotic limit law with a singularly perturbed drift and a random noise (English)
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2 March 1998
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stochastic initial value problem
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limit theorem
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asymptotic approximation in terms of the small parameter
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Kolmogorov-Fokker-Planck equation
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random medium
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