Limit behavior of two-time-scale diffusions revisited
type: Item
instance of: scholarly article
title: Limit behavior of two-time-scale diffusions revisited
zbMATH Open document ID: 1112.35014
published in: Journal of Differential Equations
publication date: 2005-05-04T00:00:00Z
review text: The authors concerned with diffusions with two-time scales or singularly perturbed diffusions. Asymptotic expansions of the solution of the associated Cauchy problem for parabolic differential equation are obtained and the desired error bounds are derived.
Mathematics Subject Classification ID: 35B25
Mathematics Subject Classification ID: 35C20
Mathematics Subject Classification ID: 35K15
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 2164824
zbMATH Keywords: parabolic partial differential equation
zbMATH Keywords: singular perturbation
zbMATH Keywords: two-time scale
zbMATH Keywords: asymptotic expansion
zbMATH Keywords: functional of diffusion.
author: R. Z. Khas'minskiĭ
author: G. Yin
reviewed by: Jiaqi Mo
MaRDI profile type: Publication
full work available at URL: j.jde.2004.08.013
OpenAlex ID: W2082516785
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DOI: 10.1016/J.JDE.2004.08.013
description: scientific article; zbMATH DE number 2164824