Title of article
Limit behavior of two-time-scale diffusions revisited
Author/Authors
R.Z. Khasminskii، نويسنده , , G. Yin، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
29
From page
85
To page
113
Abstract
This work is concerned with diffusions with two-time scales or singularly perturbed diffusions. Asymptotic expansions of the solution of the associated Cauchy problem for parabolic partial differential equation are obtained and the desired error bounds are derived. These asymptotic expansions are then used to analyze related limit distributions of normalized integral functionals.
Keywords
Asymptoticexpansion , two-time scale , Singular perturbation , Functional of diffusion , parabolic partial differential equation
Journal title
JOURNAL OF DIFFERENTIAL EQUATIONS
Serial Year
2005
Journal title
JOURNAL OF DIFFERENTIAL EQUATIONS
Record number
750626
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