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An asymptotic limit law with a singularly perturbed drift and a random noise - MaRDI portal

An asymptotic limit law with a singularly perturbed drift and a random noise (Q4345114)

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scientific article; zbMATH DE number 1036904
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An asymptotic limit law with a singularly perturbed drift and a random noise
scientific article; zbMATH DE number 1036904

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    An asymptotic limit law with a singularly perturbed drift and a random noise (English)
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    2 March 1998
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    stochastic initial value problem
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    limit theorem
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    asymptotic approximation in terms of the small parameter
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    Kolmogorov-Fokker-Planck equation
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    random medium
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