Geodesic
On dynamic systems with random perturbations
Teoriâ veroâtnostej i ee primeneniâ, Tome 18 (1973) no. 4, pp. 718-733 
V. N. Tutubalin. On dynamic systems with random perturbations. Teoriâ veroâtnostej i ee primeneniâ, Tome 18 (1973) no. 4, pp. 718-733. http://geodesic.mathdoc.fr/item/TVP_1973_18_4_a2/
@article{TVP_1973_18_4_a2,
     author = {V. N. Tutubalin},
     title = {On dynamic systems with random perturbations},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {718--733},
     year = {1973},
     volume = {18},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1973_18_4_a2/}
}
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Voir la notice de l'article provenant de la source Math-Net.Ru

In this paper, conditions are considered for the dynamic system defined by equation (2), where $\xi(t)$ is a random perturbation, to obey a variant of the central limit theorem in the following form: the probability distributions of solutions of equation (2) are defined (in the limit as the perturbation amplitude tends to 0) by the correlation function of the perturbations.