Convergence in mean square for controlled singularly perturbed stochastic systems

DOI10.1080/07362999708809479zbMATH Open0891.60055OpenAlexW2092222583MaRDI QIDQ4349658

Kaisheng Fan

Publication date: 7 July 1998

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999708809479

zbMATH Keywords

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Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Zero-one laws (60F20)

Cites Work

• Weak convergence methods and singularly perturbed stochastic control and filtering problems

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