scientific article; zbMATH DE number 862388

MaRDI QIDQ4871598zbMATH OpenFDO

Authors R. Liptser

Publication date 14 May 1996

zbMATH Keywords

Bogolyubov averaging principlestochastic differential equationstochastic equationweak convergence

Mathematics Subject Classification ID

Generalizations of martingales (60G48)

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Cited in

(3)

• Bogoliubov averaging principle of stochastic reaction-diffusion equation
• Poisson approximation of processes with locally independent increments and Markov switching
• Regularly perturbed stochastic differential systems with an internal random noise

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