On Transition Densities of Singularly Perturbed Diffusions with Fast and Slow Components
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Publication:5691312
DOI10.1137/S0036139995282906zbMath0863.60076OpenAlexW2012796136MaRDI QIDQ5691312
G. George Yin, Rafail Z. Khasminskii
Publication date: 10 June 1997
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0036139995282906
fast and slow componentsmatched asymptotic expansionKolmogorov forward equationsingularly perturbed diffusionquasi-stationary density
Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Diffusion processes (60J60) Asymptotic expansions of solutions to PDEs (35C20)
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