Averaging method and two-sided bounded solutions of Itô stochastic systems

DOI10.1134/S0012266107010089zbMath1138.60043OpenAlexW2048087460MaRDI QIDQ2459742

A. N. Stanzhitskii, N. I. Makhmudov, A. M. Samoilenko

Publication date: 8 November 2007

Published in: Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0012266107010089

zbMATH Keywords

averaging principlesmall noiseIto stochastic differential equationsexistence of two sided solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (1)

Averaging principle for equation driven by a stochastic measure

Cites Work

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