Asymptotic expansion for the functional of Markovian evolution in \(\mathbb{R}^{d}\) in the circuit of diffusion approximation
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Publication:2498180
DOI10.1155/JAMSA.2005.247zbMath1109.60089arXiv0910.3775MaRDI QIDQ2498180
Publication date: 28 August 2006
Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0910.3775
60K40: Other physical applications of random processes
81Q15: Perturbation theories for operators and differential equations in quantum theory
60J27: Continuous-time Markov processes on discrete state spaces
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