Functionally perturbed stochastic differential equations

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

zbMATH Keywords

small parametercloseness of solutions in the (\(2m\))th meanperturbed Itô's stochastic differential equation

Mathematics Subject Classification ID

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

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