Reduction of stochastic differential equations with small parameters and stochastic integrals

DOI10.1080/00207177808922491MaRDI QIDQ4176780zbMATH OpenOpenAlexFDO

Authors V. D. Razevig

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

zbMATH Keywords

Numerical ExampleSpectral DensityColoured NoiseLangevin Equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10) Probabilistic games; gambling (91A60)

Cites work

• scientific article; zbMATH DE number 3139477 (Why is no real title available?)
• scientific article; zbMATH DE number 3283404 (Why is no real title available?)
• A Controversy in Problems Involving Random Parametric Excitation
• Stochastic Problems in Physics and Astronomy

Cited in

(2)

• Singular perturbation theory for piecewise–linear systems with random inputs
• Singular perturbations and time-scale methods in control theory: Survey 1976-1983

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