Quantitative results for perturbed stochastic differential equations (Q1815749): Difference between revisions
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Revision as of 05:45, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantitative results for perturbed stochastic differential equations |
scientific article |
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Quantitative results for perturbed stochastic differential equations (English)
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18 November 1996
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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.
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stochastic differential equations
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small perturbations
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