SINGULAR PERTURBATIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS

DOI10.1070/SM1992v071n01ABEH001274zbMath0745.60059OpenAlexW1992103681MaRDI QIDQ4000543

Serguei Pergamenchtchikov, Youri M.Kabanov

Publication date: 26 September 1992

Published in: Mathematics of the USSR-Sbornik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/sm1992v071n01abeh001274

zbMATH Keywords

Wiener processesstochastic differential equationssingular perturbations

Mathematics Subject Classification ID

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