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Start Over Author "Yin, G." Topic numerical analysis Topic stochastic convergence Journal siam journal on mathematical analysis
1 results on '"Yin, G."'

1. ON AVERAGING PRINCIPLES:AN ASYMPTOTIC EXPANSION APPROACH.

Author

Khasminskii, R. Z. and Yin, G.

Subjects
*PERTURBATION theory, *DYNAMICS, *ASYMPTOTIC expansions, *STOCHASTIC convergence, *NUMERICAL analysis
Abstract

This work is concerned with diffusion processes having fast and slow components. It was known that under suitable assumptions the slow component can be approximated by the Markov process with averaged characteristics. In this work, asymptotic expansions for the solutions of the Kolmogorov backward equations are constructed and justified. Certain probabilistic conclusions and examples are also provided. [ABSTRACT FROM AUTHOR]

Published
2004
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