Singular Perturbation Methods in Stochastic Differential Equations of Mathematical Physics
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Computational Mathematics,Theoretical Computer Science
Link
http://epubs.siam.org/doi/pdf/10.1137/1022024
Reference46 articles.
1. Small Random perturbation of dynamical systems with reflecting boundary
2. A Singular Perturbation Method for the Computation of the Mean First Passage Time in a Nonlinear Filter
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