On averaging method for second order Itô type stochastic equations (Q1184830)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On averaging method for second order Itô type stochastic equations |
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On averaging method for second order Itô type stochastic equations (English)
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28 June 1992
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The authors prove some theorems of behavioral relationships of the solutions of a more general Itô type stochastic integrodifferential equation of second order by means of the comparison with the solutions of second order Itô type stochastic differential equations.
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stochastic integrodifferential equations
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stochastic differential equations
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