Convergence in (2m)-th mean for perturbed stochastic integrodifferential equations
Publications de l'Institut Mathématique, _N_S_68 (2000) no. 82, p. 133
Voir la notice de l'article provenant de 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 },
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/}
}
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 PB - mathdoc 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 %I mathdoc %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/