Geodesic
On stochastic differential equations with a~small time lag
Matematičeskie zametki, Tome 17 (1975) no. 5, pp. 717-726

Voir la notice de l'article provenant de la source Math-Net.Ru

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. 
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     author = {T. A. Kuznetsova},
     title = {On stochastic differential equations with a~small time lag},
     journal = {Matemati\v{c}eskie zametki},
     pages = {717--726},
     publisher = {mathdoc},
     volume = {17},
     number = {5},
     year = {1975},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MZM_1975_17_5_a4/}
}
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T. A. Kuznetsova. On stochastic differential equations with a~small time lag. Matematičeskie zametki, Tome 17 (1975) no. 5, pp. 717-726. http://geodesic.mathdoc.fr/item/MZM_1975_17_5_a4/