Asymptotic expansion of semi-Markov random evolutions

DOI10.1080/17442500802432020zbMath1179.60058arXiv0911.0162OpenAlexW2964005485MaRDI QIDQ3647588

Sergio A. Albeverio, Vladimir S. Korolyuk, Igor V. Samoilenko

Publication date: 23 November 2009

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0911.0162

zbMATH Keywords

asymptotic expansionboundary layerestimate of the remaindersingularly perturbed integral equationSMREs

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Singular integral equations (45E99)

Related Items (4)

Asymptotic expansion for transport processes in semi-Markov media ⋮ Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes ⋮ Asymptotic expansion of a functional constructed from a semi-Markov random evolution in the scheme of diffusion approximation ⋮ A bound for the remainder term in the asymptotic expansion of a functional constructed from a semi-Markov random evolution

Cites Work

• Some probabilistic problems and methods in singular perturbations
• Random evolutions: A survey of results and problems
• Random perturbation methods with applications in science and engineering
• Asymptotic expansion for the functional of Markovian evolution in \(\mathbb{R}^{d}\) in the circuit of diffusion approximation
• The Diffusion Limit of Transport Equations II: Chemotaxis Equations
• Asymptotic analysis of transport processes
• RANDOM EVOLUTIONS, MARKOV CHAINS, AND SYSTEMS OF PARTIAL DIFFERENTIAL EQUATIONS
• Random evolutions are asymptotically gaussian
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Asymptotic expansion of semi-Markov random evolutions