A hierarchy of gaussian and non-gaussian asymptotics of a class of Fokker-Planck equations with multiple scales

DOI10.1016/S0362-546X(97)00154-5zbMath0893.60027OpenAlexW2072768433MaRDI QIDQ4378456

Rabi N. Bhattacharya

Publication date: 22 July 1998

Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0362-546x(97)00154-5

zbMATH Keywords

stochastic differential equationscentral limit theoremmultiple spatial scales

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Cites Work

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• On the Convergence Rate in the Central Limit Theorem for Weakly Dependent Random Variables
• Asymptotic expansions for sums of weakly dependent random vectors
• A Perturbation Expansion for Diffusion in a Random Velocity Field

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