Estimation of the convergence rate of the solution to an equation, perturbed by periodical ``physical white noise, using the solution of the corresponding Itô's equation

MaRDI QIDQ4899372zbMATH OpenFDO

Authors S. M. Kozyr

Publication date 8 January 2013

zbMATH Keywords

differential equationrate of convergenceperiodical coefficientmetric, slow and fast motion

Mathematics Subject Classification ID

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

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(5)

• An estimate of the rate of convergence of integrals of a family of physical white noises to a family of Wiener processes. The case of sub-exponential mixing.
• Stiff oscillatory systems, delta jumps and white noise
• On the rate of convergence of solution of differential equation disturbed by ``physical white noise to a solution of appropriate diffusion equation. Exponential mixing
• Mixing ``In the sense of Ibragimov. Estimate for the rate of approach of a family of integral functionals of a solution of a differential equation with periodic coefficients to a family of Wiener processes. Some applications. I
• On estimate of the rate of convergence of solution to ordinary differential equation disturbed by physical white noise and solution of the corresponding Ito's equation. I.

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