GENERALIZED STOCHASTIC PERTURBATION-DEPENDING DIFFERENTIAL EQUATIONS

• Published in: Stochastic analysis and applications Vol. 20; no. 6; pp. 1281 - 1307
• Main Authors: JANKOVIC, Svetlana, JOVANOVIC, Miljana
• Format: Journal Article
• Language: English
• Published: Philadelphia, PA Taylor & Francis Group 31.12.2002; Taylor & Francis
• Subjects: AMS Mathematics Subject Classification : 60H10; Closeness in the (2m)-th mean; Exact sciences and technology; Generalized stochastic differential equation; Mathematics; Probability and statistics; Probability theory and stochastic processes; Sciences and techniques of general use; Small perturbations; Stochastic analysis; Itô equation; Probabilistic approach; Gaussian noise; Differential equation; Generalized equation; White noise; Parameter variation; Small perturbation; Stochastic equation

The paper is devoted to the generalized stochastic differential equations of the Itoˆ type whose coefficients are additionally perturbed and dependent on a small parameter. Their solutions are compared with the solutions of the corresponding unperturbed equations. We give conditions under which the...