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http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/42989| Title: | 二階擾動擴散過程中轉換密度的漸近展開 Asymptotic Expansions to Transition Densities of Second-Order Perturbed Diffusion Process |
| Authors: | Wan-Chu Chien 簡婉竹 |
| Advisor: | 姜祖恕(Tzuu-Shuh Chiang) |
| Keyword: | 二階擾動,向前方程式, second-order perturbations,forward equation, |
| Publication Year : | 2009 |
| Degree: | 碩士 |
| Abstract: | 這篇文章是考慮有二階擾動影響的擴散過程，並且利用漸近展開的方法來求滿足向前方程式的轉移密度函數，希望可以用一個一般項和兩個邊界項(分別是ε階層和ε^2階層)來描述解的行為。 This article introduces the diffusion process with second-order perturbations and match the asymptotic expansions for the solutions to forward equations. And we separate the solution by a regular term and two boundary layer terms to describe the behavior of solution. (ε-layer andε^2-layer). |
| URI: | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/42989 |
| Fulltext Rights: | 有償授權 |
| Appears in Collections: | 數學系 |
Files in This Item:
| File | Size | Format | |
|---|---|---|---|
| ntu-98-1.pdf Restricted Access | 564.1 kB | Adobe PDF |
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