Functionally perturbed stochastic differential equations
From MaRDI portal
Publication:3419661
DOI10.1002/MANA.200310457zbMath1107.60033OpenAlexW2007199142MaRDI QIDQ3419661
Svetlana Janković, Miljana Jovanović
Publication date: 7 February 2007
Published in: Mathematische Nachrichten (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mana.200310457
small parametercloseness of solutions in the (\(2m\))th meanperturbed Itô's stochastic differential equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (8)
Perturbed impulsive neutral stochastic functional differential equations ⋮ Backward stochastic Volterra integral equations with additive perturbations ⋮ Perturbed backward stochastic differential equations ⋮ Stochastic differential equations with perturbations driven by \(G\)-Brownian motion ⋮ Perturbed nonlocal stochastic functional differential equations ⋮ Perturbed second-order stochastic evolution equations ⋮ Neutral stochastic functional differential equations with additive perturbations ⋮ Some analytic approximations for backward stochastic differential equations
This page was built for publication: Functionally perturbed stochastic differential equations