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Asymptotic expansions of solutions of systems of Kolmogorov backward equations for two-time-scale switching diffusions

Authors :
George Yin
Dung Tien Nguyen
Source :
Quarterly of Applied Mathematics. 71:601-628
Publication Year :
2013
Publisher :
American Mathematical Society (AMS), 2013.

Subjects

Subjects :
Asymptotic analysis
Applied Mathematics
Mathematical analysis
Kolmogorov equations
Asymptotic expansion
Method of matched asymptotic expansions
Two time scale
Mathematics

Details

ISSN :
15524485 and 0033569X
Volume :
71
Database :
OpenAIRE
Journal :
Quarterly of Applied Mathematics
Accession number :
edsair.doi...........6868950b590d100163099479144913d7
Full Text :
https://doi.org/10.1090/s0033-569x-2013-01277-x
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