On a Small Elliptic Perturbation of a Backward-Forward Parabolic Problem, with Applications to Stochastic Models

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We consider an elliptic PDE in two variables. As one parameter approaches zero, this PDE collapses to a parabolic one, that is forward parabolic in a part of the domain and backward parabolic in the remainder. Such problems arise naturally in various stochastic models, such as fluid models for data-handling systems and Markov-modulated queues. We employ singular perturbation methods to study the problem for small values of the parameter.

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Analysis of PDEs, Probability

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http://salesiana.dossiersoluciones.com/handle/123456789/67815

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0306261
 http://arxiv.org/abs/math/0306261

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arXiv