Asymptotic expansions of solutions for parabolic systems associated with transient switching diffusions
Ky Tran, George Yin · Applicable Analysis · 2013
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.