Asymptotic expansions of solutions for parabolic systems associated with transient switching diffusions
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Publication:5418578
DOI10.1080/00036811.2013.825255zbMath1292.35085OpenAlexW1985480858WikidataQ58149181 ScholiaQ58149181MaRDI QIDQ5418578
Publication date: 26 May 2014
Published in: Applicable Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00036811.2013.825255
Singular perturbations in context of PDEs (35B25) Diffusion processes (60J60) Asymptotic expansions of solutions to PDEs (35C20) Initial value problems for second-order parabolic systems (35K45)
Cites Work
- Hybrid switching diffusions. Properties and applications
- Asymptotic expansions of solutions of integro-differential equations for transition densities of singularly perturbed switching diffusions: Rapid switchings
- Uniform acceleration expansions for Markov chains with time-varying rates
- Singularly perturbed diffusisons: Rapid switchings and fast diffusions.
- Asymptotic properties of solutions of parabolic equations arising from transient diffusions
- On averaging principle for diffusion processes with null-recurrent fast component.
- Asymptotic behavior of parabolic equations arising from one-dimensional null-recurrent diffusions
- Regularity and recurrence of switching diffusions
- On Transition Densities of Singularly Perturbed Diffusions with Fast and Slow Components
- Aggregation of Variables in Dynamic Systems
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