Singularly perturbed multidimensional switching diffusions with fast and slow switchings

DOI10.1006/JMAA.1998.6188zbMath0920.60062OpenAlexW1998660778MaRDI QIDQ1279954

M. Kniazeva, G. George Yin

Publication date: 22 April 1999

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmaa.1998.6188

zbMATH Keywords

asymptotic expansionerror boundsdiffusive motionperturbed switching diffusions

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (3)

Modeling Diffusion in Thin 2D Layers Separated by a Semipermeable Membrane ⋮ Semigroup-theoretic approach to diffusion in thin layers separated by semi-permeable membranes ⋮ Small perturbation of stochastic parabolic equations: A power series analysis

Cites Work

• Asymptotic expansions of solutions of integro-differential equations for transition densities of singularly perturbed switching diffusions: Rapid switchings
• Structural properties of Markov chains with weak and strong interactions
• A central limit theorem for singularly perturbed nonstationary finite state Markov chains
• Constructing asymptotic series for probability distributions of Markov chains with weak and strong interactions
• A singular perturbation approach to modeling and control of Markov chains
• Asymptotic Expansions of Singularly Perturbed Systems Involving Rapidly Fluctuating Markov Chains
• Asymptotic Series for Singularly Perturbed Kolmogorov–Fokker–Planck Equations
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Singularly perturbed multidimensional switching diffusions with fast and slow switchings