Convergence in probability for perturbed stochastic integral equations (Q1112454)

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.