The probabilistic approach to the analysis of the limiting behavior of an integro-differential equation depending on a small parameter, and its application to stochastic processes

DOI10.1155/S1048953394000031zbMath0795.60057MaRDI QIDQ1327336

I. G. Malyshev, O. V. Borisenko, Aleksandr D. Borisenko

Publication date: 29 August 1994

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/46970

zbMATH Keywords

stochastic differential equationPoisson measureintegro-differential equationKolmogorov's equationCauchy problem solution

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic integral equations (60H20)

This page was built for publication: The probabilistic approach to the analysis of the limiting behavior of an integro-differential equation depending on a small parameter, and its application to stochastic processes