Asymptotic Expansion for Distribution of Markovian Random Motion
Probability
2012-03-21 v1
Abstract
In this paper we study an asymptotic expansion for the distribution of a random motion of a particle driven by a Markov process in diffusion approximation. We show that the singularly perturbed equation of a Markovian random motion can be reduced to the regularly perturbed equation for the distribution of the random motion.
Keywords
Cite
@article{arxiv.1203.4528,
title = {Asymptotic Expansion for Distribution of Markovian Random Motion},
author = {A. Pogorui},
journal= {arXiv preprint arXiv:1203.4528},
year = {2012}
}