Stochastic differential equations of second order with a small parameter
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Linear boundary value problems for ordinary differential equations (34B05) Green's functions for ordinary differential equations (34B27) Averaging method for ordinary differential equations (34C29) Singular perturbations of ordinary differential equations (34D15) Perturbations of PDEs on manifolds; asymptotics (58J37) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)
Abstract: We consider boundary value problems for stochastic differential equations of second order with a small parameter. For this case we prove a special existence and unicity theorem for strong solutions. The asymptotic behavior of these solutions as small parameter goes to zero is studied. The stochastic averaging theorem for such equations is shown. The limits in the explicit form for the solutions as a small parameter goes to zero are found.
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