The probabilistic approach to the analysis of the limiting behavior of an integro-differential equation depending on a small parameter, and its application to stochastic processes.
International Journal of Stochastic Analysis, Tome 7 (1994) no. 1, p. 25.
Voir la notice de l'article dans European Digital Mathematics Library
DOI :
10.1155/S1048953394000031
Classification :
35R60, 60H15, 60H20
Mots-clés : stochastic differential equation, Poisson measure, Kolmogorov's equation, Cauchy problem solution, integro-differential equation
Mots-clés : stochastic differential equation, Poisson measure, Kolmogorov's equation, Cauchy problem solution, integro-differential equation
@article{10_1155_S1048953394000031, author = {Borisenko, O.V. and Borisenko, A.D. and Malyshev, I.G.}, title = {The probabilistic approach to the analysis of the limiting behavior of an integro-differential equation depending on a small parameter, and its application to stochastic processes.}, journal = {International Journal of Stochastic Analysis}, pages = {25}, publisher = {mathdoc}, volume = {7}, number = {1}, year = {1994}, doi = {10.1155/S1048953394000031}, zbl = {0795.60057}, language = {en}, url = {https://geodesic-test.mathdoc.fr/articles/10.1155/S1048953394000031/} }
TY - JOUR AU - Borisenko, O.V. AU - Borisenko, A.D. AU - Malyshev, I.G. TI - The probabilistic approach to the analysis of the limiting behavior of an integro-differential equation depending on a small parameter, and its application to stochastic processes. JO - International Journal of Stochastic Analysis PY - 1994 SP - 25 VL - 7 IS - 1 PB - mathdoc UR - https://geodesic-test.mathdoc.fr/articles/10.1155/S1048953394000031/ DO - 10.1155/S1048953394000031 LA - en ID - 10_1155_S1048953394000031 ER -
%0 Journal Article %A Borisenko, O.V. %A Borisenko, A.D. %A Malyshev, I.G. %T The probabilistic approach to the analysis of the limiting behavior of an integro-differential equation depending on a small parameter, and its application to stochastic processes. %J International Journal of Stochastic Analysis %D 1994 %P 25 %V 7 %N 1 %I mathdoc %U https://geodesic-test.mathdoc.fr/articles/10.1155/S1048953394000031/ %R 10.1155/S1048953394000031 %G en %F 10_1155_S1048953394000031
Borisenko, O.V.; Borisenko, A.D.; Malyshev, I.G. The probabilistic approach to the analysis of the limiting behavior of an integro-differential equation depending on a small parameter, and its application to stochastic processes.. International Journal of Stochastic Analysis, Tome 7 (1994) no. 1, p. 25. doi : 10.1155/S1048953394000031. https://geodesic-test.mathdoc.fr/articles/10.1155/S1048953394000031/
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