On Diffusion Approximation of the Slow Component of a Solution of a System of Stochastic Differential Equations

DOI10.1137/1135078zbMath0735.60059OpenAlexW2086811491MaRDI QIDQ4712531

V. A. Dubko

Publication date: 25 June 1992

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1135078

zbMATH Keywords

small parameterdiffusion approximationstochastic differential equations

Mathematics Subject Classification ID

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

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