Estimates for the Rate of Convergence in Ordinary Differential Equations under the Action of Random Processes with Fast Time

DOI10.1007/S11253-005-0208-5zbMATH Open1093.60027OpenAlexW2011519119MaRDI QIDQ5477166FDOQ5477166

B. V. Bondarev, E. E. Kovtun

Publication date: 20 July 2006

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11253-005-0208-5

zbMATH Keywords

rate of convergenceCauchy problemMarkov ergodic process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

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• Estimating the unknown parameter in weak-signal systems
• The rate of convergence of oscillation modules for product-limit process
• 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. II
• Rate of convergence of local linearization schemes for random differential equations

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