Asymptotic expansions of solutions for parabolic systems associated with transient switching diffusions

DOI10.1080/00036811.2013.825255zbMath1292.35085OpenAlexW1985480858WikidataQ58149181 ScholiaQ58149181MaRDI QIDQ5418578

G. George Yin, Ky Quan Tran

Publication date: 26 May 2014

Published in: Applicable Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00036811.2013.825255

zbMATH Keywords

two time scalesbackward operator

Mathematics Subject Classification ID

Singular perturbations in context of PDEs (35B25) Diffusion processes (60J60) Asymptotic expansions of solutions to PDEs (35C20) Initial value problems for second-order parabolic systems (35K45)

Cites Work

• Hybrid switching diffusions. Properties and applications
• Asymptotic expansions of solutions of integro-differential equations for transition densities of singularly perturbed switching diffusions: Rapid switchings
• Uniform acceleration expansions for Markov chains with time-varying rates
• Singularly perturbed diffusisons: Rapid switchings and fast diffusions.
• Asymptotic properties of solutions of parabolic equations arising from transient diffusions
• On averaging principle for diffusion processes with null-recurrent fast component.
• Asymptotic behavior of parabolic equations arising from one-dimensional null-recurrent diffusions
• Regularity and recurrence of switching diffusions
• On Transition Densities of Singularly Perturbed Diffusions with Fast and Slow Components
• Aggregation of Variables in Dynamic Systems

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