Teoriâ veroâtnostej i ee primeneniâ, Tome 7 (1962) no. 2, pp. 135-152
Citer cet article
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/
@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},
year = {1962},
volume = {7},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1962_7_2_a1/}
}
TY - JOUR
AU - Yu. N. Blagoveščenskiǐ
TI - Diffusion Processes Depending on a Small Parameter
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1962
SP - 135
EP - 152
VL - 7
IS - 2
UR - http://geodesic.mathdoc.fr/item/TVP_1962_7_2_a1/
LA - ru
ID - TVP_1962_7_2_a1
ER -
%0 Journal Article
%A Yu. N. Blagoveščenskiǐ
%T Diffusion Processes Depending on a Small Parameter
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1962
%P 135-152
%V 7
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_1962_7_2_a1/
%G ru
%F TVP_1962_7_2_a1
In this paper we consider a random disturbance of a system of ordinary differential equations which can be written in vector form as follows: $$ x(t)=a({t,x}),\, x(0)=x_0,\quad t\in[{0,t_0} ],\,t<\infty.$$
