Approximation of a class of functional differential equations with wideband noise perturbations

DOI10.1016/j.jmaa.2020.124819zbMath1457.60092OpenAlexW3108420124WikidataQ115345888 ScholiaQ115345888MaRDI QIDQ1997219

Fuke Wu, George Yin, Chao Zhu

Publication date: 1 March 2021

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2020.124819

zbMATH Keywords

weak convergencefunctional derivativewideband noisemartingale methodstochastic functional differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Integro-ordinary differential equations (45J05) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (1)

Approximate properties of stochastic functional differential equations with singular perturbations

Cites Work

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