scientific article; zbMATH DE number 1165665
The system of differential equations \[ {{dx^{\varepsilon}}\over{dx}}= A(z^{\varepsilon}, y({{t}/ {\varepsilon^2}})) x^{\varepsilon}+ F(x^{\varepsilon},z^{\varepsilon},y({{t}/ {\varepsilon^2}})), \quad{{dz^{\varepsilon}}\over{dx}}={1\over{\varepsilon}} f_1(z^{\varepsilon},y({{t}/ {\varepsilon^2}})) + f_2(z^{\varepsilon},y({{t}/ {\varepsilon^2}})), \] where \(\varepsilon\) is a small positive parameter and \(y(t)\) is a Markov process, is considered. The problem of stochastic stability of solutions of the first differential equation is investigated. It is proved that for this object one can use the diffusion approximation of solution of the above singular differential equations.
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