Asymptotic expansions for a model with distinguished “fast” and “slow” variables, described by a system of singularly perturbed stochastic differential equations (Q4848707)
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scientific article; zbMATH DE number 797861
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic expansions for a model with distinguished “fast” and “slow” variables, described by a system of singularly perturbed stochastic differential equations |
scientific article; zbMATH DE number 797861 |
Statements
Asymptotic expansions for a model with distinguished “fast” and “slow” variables, described by a system of singularly perturbed stochastic differential equations (English)
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24 September 1995
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Feynman-Kac formula
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Laplace transforms
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Brownian motion with drift
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