Asymptotic Expansion for Distribution of Markovian Random Motion

A. Pogorui

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arXiv · 1203.4528

Asymptotic Expansion for Distribution of Markovian Random Motion

A. Pogorui

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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.

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BibTeX RIS

A. Pogorui. 2012-03-20. Asymptotic Expansion for Distribution of Markovian Random Motion. https://arxiv.org/abs/1203.4528

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