Convergence in mean square for controlled singularly perturbed stochastic systems

DOI10.1080/07362999708809479MaRDI QIDQ4349658zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

controlled singularly perturbed system of diffusion type

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Zero-one laws (60F20)

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Cites work

• Weak convergence methods and singularly perturbed stochastic control and filtering problems

Cited in

(6)

• Convergence for singularly perturbed control systems in distributional topology
• Weak convergence methods and singularly perturbed stochastic control and filtering problems
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• Multitime-scale singularly perturbed linear stochastic systems^∗
• An asymptotic analysis of controlled diffusions with rapidly oscillating parameters

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