Asymptotic expansion for transport processes in semi-Markov media

Pogoruі, А. А. and Rodríguez-Dagnіno, Ramón М. (2010) Asymptotic expansion for transport processes in semi-Markov media. Theor. Probability and Math. Statist. (83).

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In this paper we study asymptotic expansions for a solution of the singularly perturbed equation for a functional of a semi-Markov random evolution on the line. By using the method for solutions of singularly perturbed equations, we obtain the solution in the form of a series of regular and singular terms. The first regular term satisfies a diffusion-type equation, and the first singular term is a semigroup with the infinitesimal operator of the respective related bivariate process. Each regular and singular term can be calculated recursively.

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: 28 Oct 2014 08:18
Last Modified: 15 Aug 2015 09:24

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