Diffusion approximation for a class of Markov processes satisfying a nonlinear Fokker-Planck equation
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Publication:3334745
DOI10.1016/0362-546X(83)90018-4zbMath0545.60075OpenAlexW2031045958MaRDI QIDQ3334745
Zhanbing Li, Walter A. Rosenkrantz
Publication date: 1983
Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0362-546x(83)90018-4
Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
Cites Work
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- Approximation of semi-groups of operators
- Geometric theory of semilinear parabolic equations
- Diffusion approximation of non-Markovian processes
- Extensions of Trotter's operator semigroup approximation theorems
- The parabolic differential equations and the associated semigroups of transformation
- The adjoint semi-group
- Initial value problems for the Carleman equation
- Limit theorems for Markov processes via a variant of the Trotter-Kato theorem
- Convergence of Sequences of Semigroups of Nonlinear Operators with an Application to Gas Kinetics
- On a degenerate elliptic‐parabolic equation occurring in the theory of probability
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