Asymptotic properties of solutions of parabolic equations arising from transient diffusions

DOI10.1007/s102550200036zbMath1032.35027OpenAlexW2077416847MaRDI QIDQ1862803

A. M. Il'in, G. George Yin, Rafail Z. Khasminskii

Publication date: 17 March 2004

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s102550200036

zbMATH Keywords

backward operator

Mathematics Subject Classification ID

Singular perturbations in context of PDEs (35B25) Diffusion processes (60J60) Asymptotic expansions of solutions to PDEs (35C20) Second-order parabolic systems (35K40)

Related Items (1)

Asymptotic expansions of solutions for parabolic systems associated with transient switching diffusions

Cites Work

• Asymptotic expansions of solutions of integro-differential equations for transition densities of singularly perturbed switching diffusions: Rapid switchings
• Uniform acceleration expansions for Markov chains with time-varying rates
• Singularly perturbed diffusisons: Rapid switchings and fast diffusions.
• On averaging principle for diffusion processes with null-recurrent fast component.
• Stability of regime-switching stochastic differential equations
• Asymptotic behavior of parabolic equations arising from one-dimensional null-recurrent diffusions
• On Transition Densities of Singularly Perturbed Diffusions with Fast and Slow Components
• Aggregation of Variables in Dynamic Systems
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