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

DOI10.1090/tpms/1035zbMath1402.60096WikidataQ129133548 ScholiaQ129133548MaRDI QIDQ4686489

Vladimir S. Korolyuk, Igor V. Samoilenko

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 expansion; random evolution; semi-Markov process; regularization of boundary conditions

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

35C20: Asymptotic expansions of solutions to PDEs

35R60: PDEs with randomness, stochastic partial differential equations

Related Items

A bound for the remainder term in the asymptotic expansion of a functional constructed from a semi-Markov random evolution

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