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Asymptotic Expansions of Solutions of Integro- Differential Equations for Transition Densities of Singularly Perturbed Switching Diffusions: Rapid Switchings

✍ Scribed by A.M Il'in; R.Z Khasminskii; G Yin

Publisher: Elsevier Science
Year: 1999
Tongue: English
Weight: 155 KB
Volume: 238
Category: Article
ISSN: 0022-247X
DOI: 10.1006/jmaa.1998.6532

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📜 SIMILAR VOLUMES

Singularly Perturbed Differential/Algebr

Singularly Perturbed Differential/Algebraic Equations. I: Asymptotic Expansion of Outer Solutions

✍ Xiaopu Yan 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 260 KB

Singularly perturbed nonlinear differentialralgebraic equations DAE's are considered, which are decomposed into two auxiliary problems, called the outer and inner problems, respectively. The structure of solutions of the singularly perturbed DAE's is determined by the outer and inner solutions, both