ON THE AVERAGING PRINCIPLE FOR SYSTEMS OF STOCHASTIC DIFFERENTIAL EQUATIONS
- 28 February 1991
- journal article
- Published by Steklov Mathematical Institute in Mathematics of the USSR-Sbornik
- Vol. 69 (1) , 271-284
- https://doi.org/10.1070/sm1991v069n01abeh001237
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- Functional Integration and Partial Differential Equations. (AM-109)Published by Walter de Gruyter GmbH ,1985
- ON STOCHASTIC EQUATIONS WITH DEGENERATE DIFFUSION WITH RESPECT TO SOME OF THE VARIABLESMathematics of the USSR-Izvestiya, 1984
- THE AVERAGING PRINCIPLE AND THEOREMS ON LARGE DEVIATIONSRussian Mathematical Surveys, 1978
- A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFTMathematics of the USSR-Sbornik, 1974