Publication:2825634

zbMath1350.60081MaRDI QIDQ2825634

Ky Quan Tran, L. Y. Wang, Han-Qin Zhang, G. George Yin

Publication date: 13 October 2016

zbMATH Keywords

stochastic differential equationsingular perturbationmulti-scale switching diffusions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Asymptotic expansions of solutions to PDEs (35C20) Initial value problems for second-order parabolic systems (35K45) Transition functions, generators and resolvents (60J35)

Related Items

Asymptotic expansions for solutions of parabolic systems associated with multi-scale switching diffusions