Averaging method and two-sided bounded solutions of Itô stochastic systems (Q2459742): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
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| English | Averaging method and two-sided bounded solutions of Itô stochastic systems |
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Averaging method and two-sided bounded solutions of Itô stochastic systems (English)
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8 November 2007
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The paper studies systems of Ito stochastic differential equations with small noise. The averaging principle has been applied to two sided bounded solutions for which the existence has been verified. Strong convergence results are obtained.
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Ito stochastic differential equations
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small noise
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averaging principle
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existence of two sided solutions
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