Fluctuations of a stochastic system under an asymptotic diffusive perturbation

DOI10.1007/S10559-008-9042-8zbMath1157.93517OpenAlexW1996327075MaRDI QIDQ1008339

S. A. Semenyuk, Yaroslav M. Chabanyuk

Publication date: 27 March 2009

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-008-9042-8

zbMATH Keywords

Markov processstochastic systemfluctuation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Perturbations in control/observation systems (93C73) Stochastic systems in control theory (general) (93E03)

Related Items (1)

A difference stochastic optimization procedure with impulse perturbation

Cites Work

• Unnamed Item
• Continuous procedure of stochastic approximation with singular perturbation under balance conditions
• Fluctuation of stochastic systems with average equilibrium point
• Stability of stochastic systems in the diffusion-approximation scheme

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