Asymptotic expansion for the distribution of a Markovian random motion

DOI10.1515/ROSE.2009.013zbMath1224.60207arXiv1203.4528OpenAlexW2062108632MaRDI QIDQ3077697

Anatoliy A. Pogorui

Publication date: 22 February 2011

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.4528

zbMATH Keywords

asymptotic expansionperturbed equationMarkov stochastic evolution

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (1)

Asymptotic expansion for transport processes in semi-Markov media

Cites Work

• A stochastic model related to the telegrapher's equation
• The equation of symmetric Markovian random evolution in a plane
• Asymptotic expansion for the functional of Markovian evolution in \(\mathbb{R}^{d}\) in the circuit of diffusion approximation
• ON DIFFUSION BY DISCONTINUOUS MOVEMENTS, AND ON THE TELEGRAPH EQUATION

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