Singularly Perturbed Linear Stochastic Ordinary Differential Equations

DOI10.1137/0510030MaRDI QIDQ4192763zbMATH OpenOpenAlexFDO

Authors

Publication date 1979

Published in SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0510030

zbMATH Keywords

Asymptotic AnalysisBoundary LayerControl and Filtering SystemsStochastic FluctuationsStochastic Ordinary Differential Equations

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic systems in control theory (general) (93E03)

Cited in

(3)

• The linear-quadratic-gaussian problem for singularly perturbed systems†
• Singular perturbations and time-scale methods in control theory: Survey 1976-1983
• Large-scale dynamical interconnections of stochastic singular systems

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