๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

On the Asymptotics of the Transition Density of Processes with Small Diffusion

โœ Scribed by Kifer, Yu. I.


Book ID
118225737
Publisher
Society for Industrial and Applied Mathematics
Year
1977
Tongue
English
Weight
846 KB
Volume
21
Category
Article
ISSN
0040-585X

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


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