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 |
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| 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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