Relaxed boundedness conditions yield improved and new criteria for stochastic extinction in Markov processes.
arXiv preprint arXiv:1806.08450 , year=
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Authors review double-limit problems in singular perturbation theory and propose a three-step process to partition parameter space near singular limits and identify asymptotic problems for unification.
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Stochastic Extinction with Relaxed Boundedness Conditions
Relaxed boundedness conditions yield improved and new criteria for stochastic extinction in Markov processes.
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A General View on Double Limits in Differential Equations
Authors review double-limit problems in singular perturbation theory and propose a three-step process to partition parameter space near singular limits and identify asymptotic problems for unification.