On transition densities of singularly perturbed diffusions with fast and slow components

SIAM Journal on Applied Mathematics

Volumn 56, Issue 6, 1996, Pages 1794-1819

  Khasminskii, R Z ^a   Yin, G ^a  

^a WAYNE STATE UNIVERSITY   (United States)

Author keywords

Fast and slow components; Kolmogorov forward equation; Matched asymptotic expansion; Quasi stationary density; Singularly perturbed diffusion

Indexed keywords

BROWNIAN MOVEMENT; DIFFUSION; MATHEMATICAL MODELS; PERTURBATION TECHNIQUES; PROBABILITY DENSITY FUNCTION; PROBLEM SOLVING;

ASYMPTOTIC EXPANSION; KOLMOGOROV-FOKKER-PLANCK EQUATIONS; TRANSITION DENSITY;

MARKOV PROCESSES;

EID: 0030398485     PISSN: 00361399     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0036139995282906     Document Type: Article

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