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Some asymptotic results for the transient distribution of the Halfin–Whitt diffusion process - MaRDI portal

Some asymptotic results for the transient distribution of the Halfin–Whitt diffusion process (Q4594537)

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scientific article; zbMATH DE number 6812512
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Some asymptotic results for the transient distribution of the Halfin–Whitt diffusion process
scientific article; zbMATH DE number 6812512

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    Some asymptotic results for the transient distribution of the Halfin–Whitt diffusion process (English)
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    24 November 2017
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    diffusion processes
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    asymptotic expansions
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    singular perturbation
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