Asymptotic Expansion for the Functional of Markovian Evolution in Rd in the Circuit of Diffusion Approximation

I. V. Samoilenko

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arXiv · 0910.3775

Asymptotic Expansion for the Functional of Markovian Evolution in Rd in the Circuit of Diffusion Approximation

I. V. Samoilenko

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Abstract

Is studied asymptotic expansion for solution of singularly perturbed equation for functional of Markovian evolution in Rd. The view of regular and singular parts of solution is found.

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I. V. Samoilenko. 2009-10-20. Asymptotic Expansion for the Functional of Markovian Evolution in Rd in the Circuit of Diffusion Approximation. https://arxiv.org/abs/0910.3775

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