Geodesic
Convergence in (2m)-th mean for perturbed stochastic integrodifferential equations
Publications de l'Institut Mathématique, _N_S_68 (2000) no. 82, p. 133

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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 
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     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 },
     publisher = {mathdoc},
     volume = {_N_S_68},
     number = {82},
     year = {2000},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/PIM_2000_N_S_68_82_a14/}
}
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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/