Some asymptotic results for the transient distribution of the Halfin-Whitt diffusion process (Q4594537)
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scientific article; zbMATH DE number 6812512
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| English | Some asymptotic results for the transient distribution of the Halfin-Whitt diffusion process |
scientific article; zbMATH DE number 6812512 |
Statements
Some asymptotic results for the transient distribution of the Halfin–Whitt diffusion process (English)
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24 November 2017
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diffusion processes
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asymptotic expansions
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singular perturbation
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0.8898156881332397
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0.8869901299476624
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0.805873692035675
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0.7998540997505188
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