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Relative invariants, closure, and stochastic differential equations

✍ Scribed by Richard Bellman; John M Richardson

Publisher
Elsevier Science
Year
1966
Tongue
English
Weight
133 KB
Volume
14
Category
Article
ISSN
0022-247X

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πŸ“œ SIMILAR VOLUMES

Functionally perturbed stochastic differ
Functionally perturbed stochastic differential equations
✍ Miljana JovanoviΔ‡; Svetlana JankoviΔ‡ πŸ“‚ Article πŸ“… 2006 πŸ› John Wiley and Sons 🌐 English βš– 257 KB

## Abstract This paper is devoted to the large class of stochastic differential equations of the Ito type whose coefficients are functionally perturbed and depend on a small parameter. The solution of a such equation is compared with the solution of the corresponding unperturbed equation, in the (2