✦ LIBER ✦

SINGULAR PERTURBATIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS

✍ Scribed by Kabanov, Yu M; Pergamenshchikov, S M

Book ID: 115512067
Publisher: Turpion
Year: 1992
Tongue: English
Weight: 577 KB
Volume: 71
Category: Article
ISSN: 0025-5734
DOI: 10.1070/sm1992v071n01abeh001274

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## 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