Pogoruі, А. А. (2009) Asymptotic expansion for the distribution of a Markovian random motion. Stochastic Eqs. (17). pp. 189196.

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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, Business Analysis and Statistics 
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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