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I'm asking for a good reference on perturbation methods for stochastic and/or partial differential equations.

Something like this: Perturbation of a stochastic differential equation

I'm familiar with perturbative methods for Ordinary differential equations (Bender and Orszog). However, I can't seem to find a good reference for stochastic or partial differential equations.

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An older source is
Singular Perturbation Methods in Stochastic Differential Equations of Mathematical Physics (1980),
a more recent source is
Perturbation Theory for Stochastic Differential Equations (2020).
For a perturbative field theoretic approach to perturbation theory of SDE's, see
Path Integral Methods for Stochastic Differential Equations (2015).

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  • $\begingroup$ Thanks so much! Do you happen to know any references for PDEs as well? sorry i should have made my question more clear. $\endgroup$
    – Math_Day
    Commented Apr 26 at 5:51

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