Solubility of stochastic differential equations with perturbed argument
β Scribed by A. E. Rodkina
- Book ID
- 112471218
- Publisher
- Springer
- Year
- 1985
- Tongue
- English
- Weight
- 387 KB
- Volume
- 37
- Category
- Article
- ISSN
- 0041-5995
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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
The present paper deals with the asymptotic behavior of the solution of the perturbed stochastic hereditary differential equation of the Ito type, by comparing it in the (2m) th moment sense with the solution of the appropriate unperturbed equation, on finite intervals or on intervals whose length t