Asymptotic Expansions of Solutions of Integro- Differential Equations for Transition Densities of Singularly Perturbed Switching Diffusions: Rapid Switchings-Reference-Cited by-同舟云学术

Asymptotic Expansions of Solutions of Integro- Differential Equations for Transition Densities of Singularly Perturbed Switching Diffusions: Rapid Switchings

Published:1999-10 Issue:2 Volume:238 Page:516-539
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Il'in A.M,Khasminskii R.Z,Yin G

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference22 articles.

1. Non-negative solutions of linear parabolic equations;Aronson;Ann. Scuola Norm. Sup. Pisa Cl. Sci. (4),1968

2. Asymptotic Methods in the Theory of Nonlinear Oscillations;Bogoliubov,1961

3. Parabolic Systems;Eidelman,1969

4. Partial Differential Equations of Parabolic Type;Friedman,1967

5. Theory of Stochastic Processes;Gihman,1979

Cited by 30 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A Uniformly Convergent Numerical Method for Singularly Perturbed Semilinear Integro-Differential Equations with Two Integral Boundary Conditions;Computational Mathematics and Mathematical Physics;2023-12

2. Semigroup-theoretic approach to diffusion in thin layers separated by semi-permeable membranes;Journal of Evolution Equations;2020-10-06

3. Modeling Diffusion in Thin 2D Layers Separated by a Semipermeable Membrane;SIAM Journal on Mathematical Analysis;2020-01

4. Ultracontractivity for Brownian motion with Markov switching;Stochastic Analysis and Applications;2019-03-26

5. Asymptotic expansions for solutions of parabolic systems associated with multi-scale switching diffusions;Acta Mathematicae Applicatae Sinica, English Series;2017-07