Asymptotic expansions for SDE's with small multiplicative noise
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Publication:2253854
DOI10.1016/j.spa.2014.09.009zbMath1322.60082arXiv1312.2324MaRDI QIDQ2253854
Boubaker Smii, Sergio A. Albeverio
Publication date: 13 February 2015
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.2324
stochastic differential equations; evolution equations; asymptotic expansions; multiplicative Lévy noise
60G51: Processes with independent increments; Lévy processes
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)