Asymptotic expansions for SDE's with small multiplicative noise

Sergio Albeverio; Boubaker Smii

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arXiv · 1312.2324

Asymptotic expansions for SDE's with small multiplicative noise

Sergio Albeverio·Boubaker Smii

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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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Sergio Albeverio, Boubaker Smii. 2013-12-09. Asymptotic expansions for SDE's with small multiplicative noise. https://arxiv.org/abs/1312.2324

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