An asymptotic limit law with a singularly perturbed drift and a random noise

DOI10.1063/1.531980zbMath0882.60060OpenAlexW2067940019MaRDI QIDQ4345114

Jeong-Hoon Kim

Publication date: 2 March 1998

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.531980

zbMATH Keywords

random mediumlimit theoremKolmogorov-Fokker-Planck equationstochastic initial value problemasymptotic approximation in terms of the small parameter

Mathematics Subject Classification ID

Other physical applications of random processes (60K40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

Asymptotic theory of noncentered mixing stochastic differential equations

Cites Work

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