Asymptotic expansion of a functional constructed from a semi-Markov random evolution in the scheme of diffusion approximation
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Publication:4686489
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
60J25: Continuous-time Markov processes on general state spaces
35C20: Asymptotic expansions of solutions to PDEs
35R60: PDEs with randomness, stochastic partial differential equations
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