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On stochastic differential equations with a small time lag
T. A. Kuznetsova Moscow Institute of Radio-Engineering, Electronics and Automation
Abstract:
The mathematical expectations of certain functionals of the solutions of stochastic equations with a time lag are discussed, and the principal terms of their asymptotic expansions as the lag tends to zero are evaluated.
Received: 17.04.1974
Citation:
T. A. Kuznetsova, “On stochastic differential equations with a small time lag”, Mat. Zametki, 17:5 (1975), 717–726; Math. Notes, 17:5 (1975), 426–432
Linking options:
https://www.mathnet.ru/eng/mzm7591 https://www.mathnet.ru/eng/mzm/v17/i5/p717
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Abstract page: | 152 | Full-text PDF : | 80 | First page: | 1 |
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