This article is cited in 9 papers

Diffusion Processes Depending on a Small Parameter

Yu. N. Blagoveščenskiĭ

Moscow

Abstract: In this paper we consider a random disturbance of a system of ordinary differential equations which can be written in vector form as follows:
$$ x(t)=a({t,x}),\, x(0)=x_0,\quad t\in[{0,t_0} ],\,t<\infty.$$


Received: 20.05.1960

 English version: Theory of Probability and its Applications, 1962, 7:2, 130–146