Asymptotic expansion for the distribution of a Markovian random motion

Pogoruі, А. А. (2009) Asymptotic expansion for the distribution of a Markovian random motion. Stochastic Eqs. (17). pp. 189-196.

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Abstract

In this paper, we study an asymptotic expansion for the distribution of a random motion of a particle driven by a Markov process in diffusion approximation. We show that the singularly perturbed equation of a Markovian random motion can be reduced to the regularly perturbed equation for the distribution of the random motion.

Item Type: Article
Subjects: Q Science > QA Mathematics > Mathematical Analysis
Divisions: Faculty of Physics and Mathematics > Department of Mathematical Analysis
Depositing User: Ірина Ігорівна Таргонська
Date Deposited: 21 Oct 2014 07:20
Last Modified: 15 Aug 2015 09:11
URI: http://eprints.zu.edu.ua/id/eprint/13246

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