The Bogolyubov averaging principle for semimartingales
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Statistics and control of stochastic processes, Tome 202 (1993), pp. 175-189
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@article{TM_1993_202_a10,
author = {R. Sh. Liptser},
title = {The {Bogolyubov} averaging principle for semimartingales},
journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
pages = {175--189},
year = {1993},
volume = {202},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TM_1993_202_a10/}
}
R. Sh. Liptser. The Bogolyubov averaging principle for semimartingales. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Statistics and control of stochastic processes, Tome 202 (1993), pp. 175-189. http://geodesic.mathdoc.fr/item/TM_1993_202_a10/