On Transition Densities of Singularly Perturbed Diffusions with Fast and Slow Components
From MaRDI portal
Recommendations
- Asymptotic expansions of solutions of integro-differential equations for transition densities of singularly perturbed switching diffusions: Rapid switchings
- Singularly perturbed multi-scale switching diffusions
- Singularly perturbed diffusisons: Rapid switchings and fast diffusions.
- scientific article; zbMATH DE number 1462609
Cited in
(35)- Asymptotic expansions of solutions of integro-differential equations for transition densities of singularly perturbed switching diffusions: Rapid switchings
- Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes
- Limit behavior of two-time-scale diffusions revisited
- Singularly perturbed diffusisons: Rapid switchings and fast diffusions.
- Small perturbation of stochastic parabolic equations: A power series analysis
- Asymptotic properties of solutions of parabolic equations arising from transient diffusions
- Asymptotic behavior of parabolic equations arising from one-dimensional null-recurrent diffusions
- An averaging principle for two-time-scale stochastic functional differential equations
- Approximation of a class of functional differential equations with wideband noise perturbations
- Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations
- Effective filtering analysis for non-Gaussian dynamic systems
- Martingale structure for general thermodynamic functionals of diffusion processes under second-order averaging
- Fast-slow-coupled stochastic functional differential equations
- Averaging of semigroups associated to diffusion processes on a simplex
- Effective filtering for multiscale stochastic dynamical systems driven by Lévy processes
- Gene regulatory networks driven by intrinsic noise with two-time scales: a stochastic averaging approach
- Effective filtering for multiscale stochastic dynamical systems in Hilbert spaces
- Singularly perturbed multi-scale switching diffusions
- Markov chains with weak and strong interactions: Structural properties
- Effective filtering on a random slow manifold
- MODELLING OF HIGH-DIMENSIONAL DIFFUSION STOCHASTIC PROCESS WITH NONLINEAR COEFFICIENTS FOR ENGINEERING APPLICATIONS — PART I: APPROXIMATIONS FOR EXPECTATION AND VARIANCE OF NONSTATIONARY PROCESS
- Near optimality of stochastic control for singularly perturbed McKean-Vlasov systems
- A class of Langevin equations with Markov switching involving strong damping and fast switching
- Data assimilation for a multiscale stochastic dynamical system with Gaussian noise
- Asymptotic expansions of solutions for parabolic systems associated with transient switching diffusions
- An averaging principle for fast-slow-coupled neutral stochastic differential equations with time-varying delay
- Approximate properties of stochastic functional differential equations with singular perturbations
- Averaging principles for mixed fast-slow systems driven by fractional Brownian motion
- Model reduction of multi-scale chemical Langevin equations
- Asymptotic optimality of a class of controlled non-Markov processes
- Two-time-scale stochastic functional differential equations: inclusion of infinite delay and coupled segment processes
- Systems of singularly perturbed forward-backward stochastic differential equations and control problems
- Near-optimal controls of two-time scale functional diffusion systems
- Global optimization using diffusion perturbations with large noise intensity
- Fixation in haploid populations exhibiting density dependence. II: The quasi-neutral case
This page was built for publication: On Transition Densities of Singularly Perturbed Diffusions with Fast and Slow Components
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5691312)
