Regularly perturbed stochastic differential systems with an internal random noise

DOI10.1016/S0362-546X(97)00158-2MaRDI QIDQ4378961zbMATH OpenFDO

Authors Jordan Stoyanov

Publication date 5 March 1998

Published in Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0362-546X(97)00158-2

zbMATH Keywords

internal random noiseregular perturbationstochastic differential systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

• scientific article; zbMATH DE number 3872423 (Why is no real title available?)
• scientific article; zbMATH DE number 44889 (Why is no real title available?)
• scientific article; zbMATH DE number 3457955 (Why is no real title available?)
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• scientific article; zbMATH DE number 195091 (Why is no real title available?)
• scientific article; zbMATH DE number 862388 (Why is no real title available?)
• scientific article; zbMATH DE number 3383329 (Why is no real title available?)
• On Stochastic Processes Defined by Differential Equations with a Small Parameter
• Quantitative results for perturbed stochastic differential equations
• Stochastic version of the averaging principle for diffusion type processes

Cited in

(6)

• Neutral stochastic functional differential equations with additive perturbations
• The construction of successive approximations of the perturbation method for systems with random coefficients
• Reflected backward stochastic differential equations with perturbations
• Perturbed backward stochastic differential equations
• Positive Harris recurrence for degenerate diffusions with internal variables and randomly perturbed time-periodic input
• Some analytic approximations for backward stochastic differential equations

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