Abstract
Asymptotic expansions are derived as power series in a small coefficient entering a nonlinear multiplicative noise and a deterministic driving term in a nonlinear evolution equation. Detailed estimates on remainders are provided.
| Original language | English |
|---|---|
| Pages (from-to) | 1009-1031 |
| Number of pages | 23 |
| Journal | Stochastic Processes and their Applications |
| Volume | 125 |
| Issue number | 3 |
| DOIs | |
| State | Published - Mar 2015 |
Bibliographical note
Publisher Copyright:© 2014 Elsevier B.V.
Keywords
- Asymptotic expansions
- Evolution equations
- Lévy noise
- Processes driven by multiplicative
- SDEs
ASJC Scopus subject areas
- Statistics and Probability
- Modeling and Simulation
- Applied Mathematics
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