Singularly perturbed switching diffusions: Rapid switchings and fast diffusions

Journal of Optimization Theory and Applications

Volumn 102, Issue 3, 1999, Pages 555-591

  Il'in, A M ^a   Khasminskii, R Z ^b   Yin, G ^b  

^a INSTITUTE OF MATHEMATICS AND MECHANICS   (Russian Federation)

^b WAYNE STATE UNIVERSITY   (United States)

Author keywords

Asymptotic expansion; Kolmogorov forward equation; Singular perturbation

Indexed keywords

ASYMPTOTIC ANALYSIS; MARKOV PROCESSES; PERTURBATION TECHNIQUES;

ASYMPTOTIC EXPANSION; FAST DIFFUSION; FORWARD EQUATIONS; JUMP PROCESS; KOLMOGOROV; KOLMOGOROV FORWARD EQUATION; RAPID SWITCHING; SINGULAR PERTURBATIONS; SINGULARLY PERTURBED; SWITCHING DIFFUSION;

DIFFUSION;

EID: 0033245911     PISSN: 00223239     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1022698023010     Document Type: Article

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