The density asymptotics associated with a stochastic differential equation

DOI10.1016/0895-7177(94)90163-5zbMath0807.60053OpenAlexW2094329655WikidataQ115362952 ScholiaQ115362952MaRDI QIDQ1336733

Ian M. Davies

Publication date: 22 February 1995

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0895-7177(94)90163-5

zbMATH Keywords

stochastic differential equationLaplace asymptotic expansionssmall values of the diffusion constant

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Quantum stochastic calculus (81S25)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the drift in stochastic mechanics
• On the stochastic Lagrangian and a new derivation of the Schrodinger equation
• Asymptotic expansions of Gaussian integrals
• Laplace asymptotic expansions of conditional Wiener integrals and generalized Mehler kernel formulas
• Some Asymptotic Formulas for Wiener Integrals
• Gaussian Processes and Hammerstein Integral Equations
• Markoff chains, Wiener integrals, and quantum theory

This page was built for publication: The density asymptotics associated with a stochastic differential equation