Singularly Perturbed Linear Stochastic Ordinary Differential Equations

DOI10.1137/0510030zbMath0406.60052OpenAlexW2001870634MaRDI QIDQ4192763

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Publication date: 1979

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0510030

zbMATH Keywords

Boundary LayerAsymptotic AnalysisStochastic FluctuationsStochastic Ordinary Differential EquationsControl and Filtering Systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Stochastic systems in control theory (general) (93E03)

Related Items (3)

Singular perturbations and time-scale methods in control theory: Survey 1976-1983 ⋮ Large-scale dynamical interconnections of stochastic singular systems ⋮ The linear-quadratic-gaussian problem for singularly perturbed systems†

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