Convergence in probability for perturbed stochastic integral equations (Q1112454): Difference between revisions

One considers two stochastic integral equations indexed by some parameter \(\epsilon\) and studies the contiguity of their solutions when the parameter converges to some \(\epsilon_ 0\). Two types of behaviour are described; they lead to the notion of regular and singular perturbations. The method which is used also allows a study of the rate of convergence. Applications to time discretization of equations are given.