Asymptotic Expansion for Distribution of Markovian Random Motion

Details Asymptotic Expansion for Distribution of Markovian Random Motion Asymptotic Expansion for Distribution of Markovian Random Motion

2012-03-20

arxiv.org/abs/1203.4528v1

Random Operators and Stochastic Equations,(2009), 17, p.189-196

Mathematics

Probability

Scientific paper

In this paper we study an asymptotic expansion for the distribution of a
random motion of a particle driven by a Markov process in diffusion
approximation. We show that the singularly perturbed equation of a Markovian
random motion can be reduced to the regularly perturbed equation for the
distribution of the random motion.

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