Diffusion Processes Depending on a Small Parameter
Teoriâ veroâtnostej i ee primeneniâ, Tome 7 (1962) no. 2, pp. 135-152
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In this paper we consider a random disturbance of a system of ordinary differential equations which can be written in vector form as follows: $$ x(t)=a({t,x}),\, x(0)=x_0,\quad t\in[{0,t_0} ],\,t\infty.$$
@article{TVP_1962_7_2_a1,
author = {Yu. N. Blagove\v{s}\v{c}enskiǐ},
title = {Diffusion {Processes} {Depending} on a {Small} {Parameter}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {135--152},
publisher = {mathdoc},
volume = {7},
number = {2},
year = {1962},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1962_7_2_a1/}
}
Yu. N. Blagoveščenskiǐ. Diffusion Processes Depending on a Small Parameter. Teoriâ veroâtnostej i ee primeneniâ, Tome 7 (1962) no. 2, pp. 135-152. http://geodesic.mathdoc.fr/item/TVP_1962_7_2_a1/