Convergence in (2m)-th mean for perturbed stochastic integrodifferential equations
Publications de l'Institut Mathématique, _N_S_68 (2000) no. 82, p. 133
Cet article a éte moissonné depuis la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts
Our goal is to study the (2m)-th asymptotic behavior for the
family of stochastic processes $x^{\varepsilon}=(x_t^{\varepsilon}$,
$t\in [t_0,\infty))$, depending on a ``small" parameter $\varepsilon\in
(0,1)$. We consider the case when $x^{\varepsilon}$ is the solution of
an Ito's stohastic integro-differential equation whose coefficients
are additionally perturbed. We compare the solution $x^{\varepsilon}$
with the solution of an appropriate unperturbed equation of the equal
type. Sufficient conditions under which these solutions are close in
the $(2m)$-th moment sense on intervals whose length tends to infinity
are given.
Classification :
60H10
@article{PIM_2000_N_S_68_82_a14,
author = {Svetlana Jankovi\'c and Miljana Jovanovi\'c},
title = {Convergence in (2m)-th mean for perturbed stochastic integrodifferential equations},
journal = {Publications de l'Institut Math\'ematique},
pages = {133 },
year = {2000},
volume = {_N_S_68},
number = {82},
language = {en},
url = {http://geodesic.mathdoc.fr/item/PIM_2000_N_S_68_82_a14/}
}
TY - JOUR AU - Svetlana Janković AU - Miljana Jovanović TI - Convergence in (2m)-th mean for perturbed stochastic integrodifferential equations JO - Publications de l'Institut Mathématique PY - 2000 SP - 133 VL - _N_S_68 IS - 82 UR - http://geodesic.mathdoc.fr/item/PIM_2000_N_S_68_82_a14/ LA - en ID - PIM_2000_N_S_68_82_a14 ER -
%0 Journal Article %A Svetlana Janković %A Miljana Jovanović %T Convergence in (2m)-th mean for perturbed stochastic integrodifferential equations %J Publications de l'Institut Mathématique %D 2000 %P 133 %V _N_S_68 %N 82 %U http://geodesic.mathdoc.fr/item/PIM_2000_N_S_68_82_a14/ %G en %F PIM_2000_N_S_68_82_a14
Svetlana Janković; Miljana Jovanović. Convergence in (2m)-th mean for perturbed stochastic integrodifferential equations. Publications de l'Institut Mathématique, _N_S_68 (2000) no. 82, p. 133 . http://geodesic.mathdoc.fr/item/PIM_2000_N_S_68_82_a14/