Asymptotic expansions for SDE's with small multiplicative noise
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🧮 math.PR
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asymptoticexpansionsmultiplicativenoisenonlinearsmallcoefficientderived
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Asymptotic expansions are derived as power series in a small coefficient entering a nonlinear multiplicative noise and a deterministic driving term in a nonlinear evolution equation. Detailed estimates on remainders are provided.
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