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.

Borisenko, O.V., Borisenko, A.D., and 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.." Journal of Applied Mathematics and Stochastic Analysis 7.1 (1994): 25-31. <http://eudml.org/doc/46970>.

@article{Borisenko1994,
author = {Borisenko, O.V., Borisenko, A.D., Malyshev, I.G.},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {stochastic differential equation; Poisson measure; Kolmogorov's equation; Cauchy problem solution; integro-differential equation},
language = {eng},
number = {1},
pages = {25-31},
publisher = {Hindawi Publishing Corporation, New York},
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.},
url = {http://eudml.org/doc/46970},
volume = {7},
year = {1994},
}

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 - Journal of Applied Mathematics and Stochastic Analysis
PY - 1994
PB - Hindawi Publishing Corporation, New York
VL - 7
IS - 1
SP - 25
EP - 31
LA - eng
KW - stochastic differential equation; Poisson measure; Kolmogorov's equation; Cauchy problem solution; integro-differential equation
UR - http://eudml.org/doc/46970
ER -