This article is cited in 6 papers

Singular perturbations of stochastic differential equations

Yu. M. Kabanov, S. M. Pergamenshchikov

Central Economics and Mathematics Institute, RAS

Abstract: The main result is an analogue of Tikhonov's classical theorem for stochastic differential equations.

UDC: 519.2

MSC: 60H10, 34E15

Received: 14.10.1988

 English version: Mathematics of the USSR-Sbornik, 1992, 71:1, 15–27

Bibliographic databases:

• 
• 
• 
•