Asymptotic Expansion for the Functional of Markovian Evolution in Rd in the Circuit of Diffusion Approximation
Probability
2009-10-21 v1
Abstract
Is studied asymptotic expansion for solution of singularly perturbed equation for functional of Markovian evolution in Rd. The view of regular and singular parts of solution is found.
Keywords
Cite
@article{arxiv.0910.3775,
title = {Asymptotic Expansion for the Functional of Markovian Evolution in Rd in the Circuit of Diffusion Approximation},
author = {I. V. Samoilenko},
journal= {arXiv preprint arXiv:0910.3775},
year = {2009}
}