Abstract
This paper considers a deterministic flow in n-dimensional space, perturbed by a Markov jump process with small variance. Asymptotic expansions are obtained for certain functionals of Feynman-Kac type, in powers of a small parameter representing a noise intensity. The methods are analytical rather than probabilistic.
Original language | English (US) |
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Pages (from-to) | 203-223 |
Number of pages | 21 |
Journal | Applied Mathematics & Optimization |
Volume | 19 |
Issue number | 1 |
DOIs | |
State | Published - Jan 1989 |
Externally published | Yes |
All Science Journal Classification (ASJC) codes
- Control and Optimization
- Applied Mathematics