The averaging principle for stochastic difference equations

By the ``averaging principle one means theorems that establish the convergence of the solutions of equations, depending on a parameter and nonhomogeneous with respect to time (deterministic or stochastic), to the solutions of the equations with averaged (with respect to time or randomness) coefficients, as well as the behavior of the magnitude of their deviation. In the last case, the main feature of the proof is its reduction to the proof of a certain ``standard functional limit theorem (mostly central). We present the general scheme of such a reduction for difference equations, allowing us to extend the class of the investigated equations and limit laws for normalized deviations.

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