Asymptotic expansions for SDE's with small multiplicative noise

被引：12
作者：
Albeverio, Sergio [1 ,2 ]
Smii, Boubaker [1 ]
机构：
[1] King Fand Univ Petr & Minerals, Dept Math & Stat, Dhahran 31261, Saudi Arabia
[2] Univ Bonn, Dept Appl Math, HCM, BiBoS,IZKS, Bonn, Germany
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2015年 / 125卷 / 03期
关键词：
SDEs; Asymptotic expansions; Processes driven by multiplicative Levy noise; Evolution equations; STOCHASTIC DIFFERENTIAL-EQUATIONS; LEVY; PDES; UNIQUENESS; EXISTENCE; INTEGRALS; RESPECT; MATRIX; TIME;
D O I：
10.1016/j.spa.2014.09.009
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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. (C) 2014 Elsevier B.V. All rights reserved.
引用
收藏
页码：1009 / 1031
页数：23
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