Asymptotics of the solution to the Cauchy problem for linear parabolic equations of second order with small diffusion

DOI10.1023/A:1026668902173zbMath0994.35035OpenAlexW74614000MaRDI QIDQ5959467

Publication date: 2 June 2002

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1026668902173

zbMATH Keywords

diffusion processes Girsanov theorem inverse Kolmogorov equation Itô stochastic equation

Mathematics Subject Classification ID

Singular perturbations in context of PDEs (35B25) Asymptotic expansions of solutions to PDEs (35C20) Initial value problems for second-order parabolic equations (35K15)

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