Reduction of stochastic differential equations with small parameters and stochastic integrals
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Publication:4176780
DOI10.1080/00207177808922491zbMath0394.60067MaRDI QIDQ4176780
Publication date: 1978
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207177808922491
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93E10: Estimation and detection in stochastic control theory
91A60: Probabilistic games; gambling
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