Asymptotic expansions for a model with distinguished “fast” and “slow” variables, described by a system of singularly perturbed stochastic differential equations

DOI10.1070/RM1994V049N04ABEH002274zbMath0830.35059OpenAlexW2035563230MaRDI QIDQ4848700

Publication date: 24 September 1995

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm1994v049n04abeh002274

zbMATH Keywords

linearization by change of variables

Mathematics Subject Classification ID

Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations (35K60) Transform methods (e.g., integral transforms) applied to PDEs (35A22) Solutions to PDEs in closed form (35C05)

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