On stochastic differential equations with a small time lag

T. A. Kuznetsova

Moscow Institute of Radio-Engineering, Electronics and Automation

Abstract: The mathematical expectations of certain functionals of the solutions of stochastic equations with a time lag are discussed, and the principal terms of their asymptotic expansions as the lag tends to zero are evaluated.

UDC: 519.2

Received: 17.04.1974

 English version: Mathematical Notes, 1975, 17:5, 426–432

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