Asymptotic expansions of solutions for parabolic systems associated with transient switching diffusions |
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Authors: | Ky Tran |
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Institution: | Wayne State University, Department of Mathematics, Detroit, MI 48202, USA. |
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Abstract: | This work develops asymptotic properties for a parabolic system with two-time scales associated with a transient switching diffusion. Although the problem is motivated by stochastic systems, the techniques that we are using are purely analytic. Asymptotic expansions are constructed; their validity is justified. |
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Keywords: | singular perturbation diffusion backward operator asymptotic expansion |
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