ON THE AVERAGING PRINCIPLE FOR SYSTEMS OF STOCHASTIC DIFFERENTIAL-EQUATIONS

被引：72
作者：
VERETENNIKOV, AY
机构：
来源：
MATHEMATICS OF THE USSR-SBORNIK | 1991年 / 69卷 / 01期
关键词：
D O I：
10.1070/SM1991v069n01ABEH001237
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
New theorems are established about averaging of systems of Ito stochastic equations with coefficients measurable with respect to the "slow" variables, and about the limit behavior of a solution of the corresponding Cauchy problem for a singularly perturbed parabolic equation of second order.
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页码：271 / 284
页数：14
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