Exact Asymptotics of the Density of the Transition Probability for Discontinuous Markov Processes (Q4504760)
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scientific article; zbMATH DE number 1506359
Language | Label | Description | Also known as |
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English | Exact Asymptotics of the Density of the Transition Probability for Discontinuous Markov Processes |
scientific article; zbMATH DE number 1506359 |
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26 November 2000
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small time asymptotics
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forward Kolmogorov equation
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Hamilton-Jacobi equation
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Exact Asymptotics of the Density of the Transition Probability for Discontinuous Markov Processes (English)
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