Generalized stochastic perturbation-depending differential equations

被引:8
作者
Jankovic, S [1 ]
Jovanovic, M [1 ]
机构
[1] Univ Nish, Fac Sci, Dept Math, YU-18000 Nish, Yugoslavia
关键词
generalized stochastic differential equation; small perturbations; closeness in the (2m)-th mean;
D O I
10.1081/SAP-120015833
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The paper is devoted to the generalized stochastic differential equations of the B 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 solutions of these equations are close in the (2m)-th moment sense on finite intervals or on intervals whose length tends to infinity as the small parameter tends to zero. We also give the degree of the closeness of these solutions.
引用
收藏
页码:1281 / 1307
页数:27
相关论文
共 11 条
[1]  
[Anonymous], 1951, MEM AM MATH SOC
[2]  
Bainov D., 1992, Integral Inequalities and Applications. Mathematics and Its Applications
[3]  
Berger M. A., 1980, I. J. Integral Equations, V2, P187
[4]  
JANKOVIC S, 2000, NOVI SAD J MATH NOVI, V30, P133
[5]   On perturbed nonlinear Ito type stochastic integrodifferential equations [J].
Jovanovic, M ;
Jankovic, S .
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2002, 269 (01) :301-316
[6]  
Ladde G. S., 1980, Random Differential Inequalities
[7]  
Lipster R. S., 1977, STAT RANDOM PROCESSE, VI
[8]  
MURGE MG, 1990, INDIAN J PURE AP MAT, V21, P260
[9]  
MURGE MG, 1986, YOKOHAMA MATH J, V34, P23
[10]  
MURGEMG, 1986, KODAI MATH J, V9, P1