Exact Asymptotics of the Density of the Transition Probability for Discontinuous Markov Processes

DOI<link itemprop=identifier href="https://doi.org/10.1002/1522-2616(200007)215:1<55::AID-MANA55>3.0.CO;2-R" /><55::AID-MANA55>3.0.CO;2-R 10.1002/1522-2616(200007)215:1<55::AID-MANA55>3.0.CO;2-RzbMath0963.35036OpenAlexW1978020150MaRDI QIDQ4504760

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Publication date: 26 November 2000

Full work available at URL: https://doi.org/10.1002/1522-2616(200007)215:1<55::aid-mana55>3.0.co;2-r

zbMATH Keywords

Hamilton-Jacobi equationforward Kolmogorov equationsmall time asymptotics

Mathematics Subject Classification ID

Asymptotic expansions of solutions to PDEs (35C20) Transition functions, generators and resolvents (60J35) Initial value problems for PDEs with pseudodifferential operators (35S10)

Related Items (9)

Nonsmooth nonoscillating WKB-Maslov-type asymptotics for linear parabolic PDE ⋮ Global-in-time asymptotic solutions to Kolmogorov-Feller-type parabolic pseudodifferential equations with small parameter-forward- and backward-in-time motion ⋮ Construction of global-in-time solutions to Kolmogorov-Feller pseudodifferential equations with a small parameter using characteristics ⋮ Nonsmooth Nonoscillating Exponential-type Asymptotics for Linear Parabolic PDE ⋮ Global in time solutions to Kolmogorov-Feller pseudodifferential equations with small parameter ⋮ Multiplicative asymptotics of solutions of the first boundary value problem on a half-axis for a parabolic equation with a small parameter ⋮ Asymptotics of Fundamental Solutions of Parabolic Problems ⋮ Development of Maslov's approach to the construction of nonoscillating WKB-type solutions ⋮ Forward and backward in time Cauchy problems for systems of parabolic-type PDE with a small parameter

Cites Work

• Pseudo differential operators with negative definite symbols and the martingale problem
• An algebra of pseudo difference schemes and its application

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