Singular perturbations of stochastic differential equations
Sbornik. Mathematics, Tome 71 (1992) no. 1, pp. 15-27
Voir la notice de l'article provenant de la source Math-Net.Ru
The main result is an analogue of Tikhonov's classical theorem for stochastic differential equations.
@article{SM_1992_71_1_a1,
author = {Yu. M. Kabanov and S. M. Pergamenshchikov},
title = {Singular perturbations of stochastic differential equations},
journal = {Sbornik. Mathematics},
pages = {15--27},
publisher = {mathdoc},
volume = {71},
number = {1},
year = {1992},
language = {en},
url = {http://geodesic.mathdoc.fr/item/SM_1992_71_1_a1/}
}
Yu. M. Kabanov; S. M. Pergamenshchikov. Singular perturbations of stochastic differential equations. Sbornik. Mathematics, Tome 71 (1992) no. 1, pp. 15-27. http://geodesic.mathdoc.fr/item/SM_1992_71_1_a1/