On the Poisson equation and diffusion approximation 3

Annals of Probability

Volumn 33, Issue 3, 2005, Pages 1111-1133

  Pardoux, E ^a,b   Veretennikov, A Yu ^a,c,d  

^a AIX MARSEILLE UNIVERSITY   (France)

^b CNRS   (France)

^c UNIVERSITY OF LEEDS   (United Kingdom)

^d INSTITUTE FOR INFORMATION TRANSMISSION PROBLEMS   (Russian Federation)

Author keywords

Degenerate diffusion; Diffusion approximation; Poisson equation

Indexed keywords

EID: 18844379683     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/009117905000000062     Document Type: Article

References (26)

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