Pages that link to "Item:Q4848707"
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The following pages link to Asymptotic expansions for a model with distinguished “fast” and “slow” variables, described by a system of singularly perturbed stochastic differential equations (Q4848707):
Displaying 10 items.
- Drift perturbation of subordinate Brownian motions with Gaussian component (Q283046) (← links)
- Diffusions with Bessel-like drifts (Q906615) (← links)
- Étude asymptotique de certains mouvements browniens complexes avec drift (Q1067314) (← links)
- On exact and asymptotic formulas for the distribution of the integral of a squared Brownian motion with drift (Q2218851) (← links)
- Distribution of sojourn time for a Brownian motion with jumps (Q2451253) (← links)
- Some distributional properties of a Brownian motion with a drift and an extension of P. Lévy's theorem (Q2711133) (← links)
- Small time equivalents for the density of a planar quadratic Langevin diffusion (Q3299251) (← links)
- Probability Characteristics of Downfalls of Brownian Motion with Drift (Q3429699) (← links)
- Brownian motion on $ \lbrack 0,\infty)$ with linear drift, reflected at zero: exact asymptotics for ergodic means (Q4596676) (← links)
- On some equalities of laws for Brownian motion with drift (Q4944540) (← links)
