Singularly perturbed multidimensional switching diffusions with fast and slow switchings

DOI10.1006/JMAA.1998.6188MaRDI QIDQ1279954zbMATH OpenOpenAlexFDO

Authors M. Kniazeva, G. Yin

Publication date 22 April 1999

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmaa.1998.6188

zbMATH Keywords

asymptotic expansiondiffusive motionerror boundsperturbed switching diffusions

Mathematics Subject Classification ID

Diffusion processes (60J60)

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Cited in

(9)

• Asymptotic expansions of solutions of integro-differential equations for transition densities of singularly perturbed switching diffusions: Rapid switchings
• Singularly perturbed diffusisons: Rapid switchings and fast diffusions.
• Small perturbation of stochastic parabolic equations: A power series analysis
• Semigroup-theoretic approach to diffusion in thin layers separated by semi-permeable membranes
• Time-scale separation and state aggregation in singularly perturbed switching diffusions
• Singularly perturbed multi-scale switching diffusions
• Modeling diffusion in thin 2D layers
• scientific article; zbMATH DE number 2048415 (Why is no real title available?)
• On limit results for a class of singularly perturbed switching diffusions

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