The averaging principle for stochastic difference equations

DOI10.1007/BF01058300zbMath0711.60028MaRDI QIDQ5900007

Andriy Yurachkivsky, Vladimir V. Anisimov

Publication date: 1989

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

weak convergenceaveraging principlestochastic difference equationindependent incrementsconditionally independent

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Stochastic integral equations (60H20) Markov processes (60J99)

Cites Work

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