Asymptotic expansions for SDE's with small multiplicative noise
Probability
2013-12-10 v1
Abstract
Asymptotic expansions are derived as power series in a small coefficient entering a nonlinear multiplicative noise and a deterministic driving term in a nonlinear evolution equation. Detailed estimates on remainders are provided.
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Cite
@article{arxiv.1312.2324,
title = {Asymptotic expansions for SDE's with small multiplicative noise},
author = {Sergio Albeverio and Boubaker Smii},
journal= {arXiv preprint arXiv:1312.2324},
year = {2013}
}
Comments
21 pages