Quantitative results for perturbed stochastic differential equations (Q1815749)
From MaRDI portal
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
