Regularly perturbed stochastic differential systems with an internal random noise

DOI10.1016/S0362-546X(97)00158-2zbMath0892.60067MaRDI QIDQ4378961

Jordan M. Stoyanov

Publication date: 5 March 1998

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

zbMATH Keywords

regular perturbationstochastic differential systemsinternal random noise

Mathematics Subject Classification ID

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

Related Items (4)

Reflected backward stochastic differential equations with perturbations ⋮ Perturbed backward stochastic differential equations ⋮ Neutral stochastic functional differential equations with additive perturbations ⋮ Some analytic approximations for backward stochastic differential equations

Cites Work

• Quantitative results for perturbed stochastic differential equations
• Stochastic version of the averaging principle for diffusion type processes
• On Stochastic Processes Defined by Differential Equations with a Small Parameter
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Regularly perturbed stochastic differential systems with an internal random noise