ON THE AVERAGING PRINCIPLE FOR SYSTEMS OF STOCHASTIC DIFFERENTIAL EQUATIONS
ON THE AVERAGING PRINCIPLE FOR SYSTEMS OF STOCHASTIC DIFFERENTIAL EQUATIONS
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DOI：
10.1070/sm1991v069n01abeh001237
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发表时间：
1991-02
期刊：
影响因子：
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通讯作者：
A. Veretennikov
中科院分区：
文献类型：
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作者：
A. Veretennikov
建立了关于系数可测的Ito随机方程组关于“慢”变量的平均和关于二阶抛物型方程奇摄动Cauchy问题解的极限性态的新定理.参考书目：15种。
New theorems are established about averaging of systems of Ito stochastic equations with coefficients measurable with respect to the "slow" variables, and about the limit behavior of a solution of the corresponding Cauchy problem for a singularly perturbed parabolic equation of second order. Bibliography: 15 titles.