Asymptotic expansions for SDE's with small multiplicative noise

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:125

Article

Albeverio, Sergio^1,2  Smii, Boubaker¹ 

[1] King Fand Univ Petr & Minerals, Dept Math & Stat, Dhahran 31261, Saudi Arabia

[2] Univ Bonn, Dept Appl Math, HCM, BiBoS,IZKS, Bonn, Germany

关键词: SDEs;    Asymptotic expansions;    Processes driven by multiplicative Levy noise;    Evolution equations;   

DOI  :  10.1016/j.spa.2014.09.009

来源: Elsevier

【 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.

【 授权许可】

Free