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

DOI10.1070/RM1994V049N04ABEH002274zbMATH Open0831.60089OpenAlexW2035563230MaRDI QIDQ4848707

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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

Laplace transformsFeynman-Kac formulaBrownian motion with drift

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Brownian motion (60J65) Diffusion processes (60J60) Local time and additive functionals (60J55)

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Brownian motion on $ \lbrack 0,\infty)$ with linear drift, reflected at zero: exact asymptotics for ergodic means ⋮ Some Distributional Properties of a Brownian Motion with a Drift and an Extension of P. Lévy's Theorem

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