Reduction of stochastic differential equations with small parameters and stochastic integrals

DOI10.1080/00207177808922491zbMath0394.60067OpenAlexW2093068514MaRDI QIDQ4176780

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 DensityLangevin EquationColoured Noise

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)

Related Items (2)

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

Cites Work

• A Controversy in Problems Involving Random Parametric Excitation
• Stochastic Problems in Physics and Astronomy
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