Asymptotic Expansion for the Functional of Markovian Evolution in Rd in the Circuit of Diffusion Approximation
I.V.Samoilenko
TL;DR
This paper investigates the asymptotic expansion of solutions to singularly perturbed equations related to Markovian evolution in Rd, identifying regular and singular components of the solution.
Contribution
It introduces a novel approach to decompose solutions into regular and singular parts for Markovian evolution functionals in Rd.
Findings
Identified regular and singular parts of the solution.
Provided asymptotic expansion formulas for the solutions.
Enhanced understanding of diffusion approximation in Markov processes.
Abstract
Is studied asymptotic expansion for solution of singularly perturbed equation for functional of Markovian evolution in Rd. The view of regular and singular parts of solution is found.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsAdvanced Thermodynamics and Statistical Mechanics · Theoretical and Computational Physics