No label defined (Q3153151)

The authors give conditions under which solutions of the Itô type stochastic differential equation \(dx_t=a(t,x_t) dt+b(t,x_t) dw_t\), \(t\in[0,T]\), \(x_0=\eta\), and the corresponding perturbed equation are closed in the (\(2m\))th moment sense on finite time intervals or on intervals whose lengths tend to infinity as the small parameter tends to zero. Perturbations are of the following kind: The function \[ a^\varepsilon(t,x_t^\varepsilon) =\alpha_1(t,x_t^\varepsilon,\varepsilon)a(t,x_t^\varepsilon)+ \alpha_2(t,x_t^\varepsilon,\varepsilon) \] of the perturbed process \(x_t^\varepsilon\) satisfies \[ \sup_{x\in R}\left|\alpha_1(t,x,\varepsilon)-1\right|\leq \delta_1(t,\varepsilon),\quad \sup_{x\in R}\left|\alpha_2(t,x,\varepsilon)\right|\leq \delta_2(t,\varepsilon); \] analogous relations hold for the function \(b^\varepsilon(t,x_t^\varepsilon)\), and also assuming that \(E\left|\eta^\varepsilon-\eta\right|^{2m} \leq \delta_0(\varepsilon)\), where \(\delta_i\) are small for \(\varepsilon\) small.