Quantitative results for perturbed stochastic differential equations (Q1815749): Difference between revisions
From MaRDI portal
Removed claim: reviewed by (P1447): Item:Q587314 |
Added link to MaRDI item. |
||
(2 intermediate revisions by 2 users not shown) | |||
Property / reviewed by | |||
Property / reviewed by: Stanislaw Wedrychowicz / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 08:14, 6 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Quantitative results for perturbed stochastic differential equations |
scientific article |
Statements
Quantitative results for perturbed stochastic differential equations (English)
0 references
18 November 1996
0 references
The authors study Itô type stochastic differential equations with small perturbations. They present strong results showing how ``close'' are the \(2m\)-order moments of the solutions of the perturbed stochastic differential equations and the unperturbed stochastic differential equations.
0 references
stochastic differential equations
0 references
small perturbations
0 references