| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 9501682 | Journal of Differential Equations | 2005 | 29 Pages |
Abstract
This work is concerned with diffusions with two-time scales or singularly perturbed diffusions. Asymptotic expansions of the solution of the associated Cauchy problem for parabolic partial differential equation are obtained and the desired error bounds are derived. These asymptotic expansions are then used to analyze related limit distributions of normalized integral functionals.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
R.Z. Khasminskii, G. Yin,