Asymptotic expansion of a functional constructed from a semi-Markov random evolution in the scheme of diffusion approximation

DOI10.1090/TPMS/1035MaRDI QIDQ4686489zbMATH OpenOpenAlexWikidataFDO

Authors V. S. Korolyuk, I. V. Samoĭlenko

Publication date 10 October 2018

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/tpms/1035

zbMATH Keywords

asymptotic expansionrandom evolutionregularization of boundary conditionssemi-Markov process

Mathematics Subject Classification ID

Asymptotic expansions of solutions to PDEs (35C20) PDEs with randomness, stochastic partial differential equations (35R60) Continuous-time Markov processes on general state spaces (60J25)

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Cited in

(5)

• Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property
• Asymptotic expansion for the functional of Markovian evolution in \(\mathbb{R}^{d}\) in the circuit of diffusion approximation
• Asymptotic expansion for transport processes in semi-Markov media
• Asymptotic expansion of a semi-Markov random evolution
• A bound for the remainder term in the asymptotic expansion of a functional constructed from a semi-Markov random evolution

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