Matematičeskie zametki, Tome 17 (1975) no. 5, pp. 717-726
Citer cet article
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/
@article{MZM_1975_17_5_a4,
author = {T. A. Kuznetsova},
title = {On stochastic differential equations with a~small time lag},
journal = {Matemati\v{c}eskie zametki},
pages = {717--726},
year = {1975},
volume = {17},
number = {5},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/MZM_1975_17_5_a4/}
}
TY - JOUR
AU - T. A. Kuznetsova
TI - On stochastic differential equations with a small time lag
JO - Matematičeskie zametki
PY - 1975
SP - 717
EP - 726
VL - 17
IS - 5
UR - http://geodesic.mathdoc.fr/item/MZM_1975_17_5_a4/
LA - ru
ID - MZM_1975_17_5_a4
ER -
%0 Journal Article
%A T. A. Kuznetsova
%T On stochastic differential equations with a small time lag
%J Matematičeskie zametki
%D 1975
%P 717-726
%V 17
%N 5
%U http://geodesic.mathdoc.fr/item/MZM_1975_17_5_a4/
%G ru
%F MZM_1975_17_5_a4
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.
