Asymptotic expansion for the distribution of a Markovian random motion
Zhytomyr State University Library
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http://eprints.zu.edu.ua/13246/
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| Title |
Asymptotic expansion for the distribution of a Markovian random motion |
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| Creator |
Pogoruі, А. А.
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| Subject |
Mathematical Analysis
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| Description |
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. |
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| Publisher |
ROSE
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| Date |
2009
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| Type |
Article
PeerReviewed |
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| Format |
text
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| Language |
uk
english |
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| Identifier |
http://eprints.zu.edu.ua/13246/1/ROSE.2009%282%29.pdf
Pogoruі, А. А. (2009) Asymptotic expansion for the distribution of a Markovian random motion. Stochastic Eqs. (17). pp. 189-196. |
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