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Stochastic processes and perturbation problems defined by parabolic equations with a small parameter

✍ Scribed by Michael A. Kouritzin

Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 727 KB
Volume: 30
Category: Article
ISSN: 0362-546X
DOI: 10.1016/s0362-546x(97)00124-7

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## Communicated by J. R. Ockendon Abstract--We consider an elliptic PDE in two variables. As one parameter approaches zero, this PDE collapses to a parabolic one, that is forward parabolic in a part of the domain and backward parabolic in the remainder. Such problems arise naturally in various sto