Quantitative results for perturbed stochastic differential equations

DOI10.1155/S104895339600024XzbMath0860.60039MaRDI QIDQ1815749

Jordan M. Stoyanov, Dobrin Botev

Publication date: 18 November 1996

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/47635

zbMATH Keywords

stochastic differential equationssmall perturbations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (12)

GENERALIZED STOCHASTIC PERTURBATION-DEPENDING DIFFERENTIAL EQUATIONS ⋮ Reflected backward stochastic differential equations with perturbations ⋮ Backward stochastic Volterra integral equations with additive perturbations ⋮ Perturbed backward stochastic differential equations ⋮ Bogoliubov averaging principle of stochastic reaction-diffusion equation ⋮ Regularly perturbed stochastic differential systems with an internal random noise ⋮ Stochastic differential equations with perturbations driven by \(G\)-Brownian motion ⋮ Perturbed stochastic hereditary differential equations with integral contractors ⋮ Perturbed second-order stochastic evolution equations ⋮ Neutral stochastic functional differential equations with additive perturbations ⋮ Some analytic approximations for backward stochastic differential equations ⋮ On perturbed nonlinear Itô type stochastic integrodifferential equations

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