On Transition Densities of Singularly Perturbed Diffusions with Fast and Slow Components
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Publication:5691312
DOI10.1137/S0036139995282906zbMath0863.60076MaRDI QIDQ5691312
G. George Yin, Rafail Z. Khasminskii
Publication date: 10 June 1997
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0036139995282906
fast and slow components; matched asymptotic expansion; Kolmogorov forward equation; singularly perturbed diffusion; quasi-stationary density
41A60: Asymptotic approximations, asymptotic expansions (steepest descent, etc.)
60J60: Diffusion processes
35C20: Asymptotic expansions of solutions to PDEs
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