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Density averaging for Markov processes and the invariant measures problem

โœ Scribed by Arnold Greenland


Publisher
Elsevier Science
Year
1979
Tongue
English
Weight
707 KB
Volume
9
Category
Article
ISSN
0304-4149

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Exact Asymptotics of the Density of the
โœ Vladimir G. Danilov; Serguei M. Frolovitchev ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 359 KB ๐Ÿ‘ 2 views

In this paper we consider some Kolmogorov -Feller equations with a small parameter h. We present a method for constructing the exact (exponential) asymptotics of the fundamental solution of these equations for finite time intervals uniformly with respect to h. This means that we construct an asympt