Convergence in mean square for controlled singularly perturbed stochastic systems
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Publication:4349658
DOI10.1080/07362999708809479zbMATH Open0891.60055OpenAlexW2092222583MaRDI QIDQ4349658FDOQ4349658
Authors: Kaisheng Fan 
Publication date: 7 July 1998
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362999708809479
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Cites Work
Cited In (6)
- Convergence for singularly perturbed control systems in distributional topology
- Weak convergence methods and singularly perturbed stochastic control and filtering problems
- Title not available (Why is that?)
- Title not available (Why is that?)
- Multitime-scale singularly perturbed linear stochastic systems∗
- An asymptotic analysis of controlled diffusions with rapidly oscillating parameters
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