Article ID Journal Published Year Pages File Type
1155505 Stochastic Processes and their Applications 2015 23 Pages PDF
Abstract

Asymptotic expansions are derived as power series in a small coefficient entering a nonlinear multiplicative noise and a deterministic driving term in a nonlinear evolution equation. Detailed estimates on remainders are provided.

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Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Preview
Asymptotic expansions for SDE’s with small multiplicative noise
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