scientific article; zbMATH DE number 1856209

zbMath1033.60001MaRDI QIDQ4788298

Youri M.Kabanov, Serguei Pergamenchtchikov

Publication date: 21 January 2003

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

large deviationsstochastic approximationsapproximate filteringapplications of stochastic analysisrandomly perturbed differential equationssingularly perturbed stochastic differential equationstwo-scale stochastic systemsasymptotic behavior of stochastic systemsBogoljubov averaging principleDonchev-Veliov theoremfast modulationsLapeyre-type boundsstochastic Liénard oscillatorstochastic systems with large scalesstochastic Tikhonov-Levinson theoryVasil'eva theorem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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