Asymptotic expansions for SDE's with small multiplicative noise

2013/12/09 by Sergio Albeverio, Albeverio, Sergio, Boubaker Smii +1 · 1 citation
Computer Science · Economics, Econometrics and Finance · Mathematics · #35C2060H15 #60651 #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math.PR #msc:35C2060H15 #msc:60651

paper · pdf · doi:10.48550/arxiv.1312.2324

21 pages

arxiv created 2013/12/09 · openalex publication_date 2013/12/09 · arxiv updated 2013/12/10 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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.

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