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Mathematics of the USSR-Sbornik, 1991, Volume 69, Issue 1, Pages 271–284
DOI: https://doi.org/10.1070/SM1991v069n01ABEH001237 (Mi sm1154) 		 
This article is cited in 67 scientific papers (total in 67 papers)

On the averaging principle for systems of stochastic differential equations

A. Yu. Veretennikov

Institute of Control Sciences
English version PDF (598 kB) Citations (67)
References:
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DOI: https://doi.org/10.1070/SM1991v069n01ABEH001237
Abstract: New theorems are established about averaging of systems of Itö stochastic equations with coefficients measurable with respect to the “slow” variables, and about the limit behavior of a solution of the corresponding Cauchy problem for a singularly perturbed parabolic equation of second order.
Received: 23.03.1988 and 18.01.1989
Russian version:
Matematicheskii Sbornik, 1990, Volume 181, Number 2, Pages 256–268
Bibliographic databases:
UDC: 519.2
MSC: Primary 60H10; Secondary 34C29
Language: English
Original paper language: Russian
Citation: A. Yu. Veretennikov, “On the averaging principle for systems of stochastic differential equations”, Mat. Sb., 181:2 (1990), 256–268; Math. USSR-Sb., 69:1 (1991), 271–284
Citation in format AMSBIB
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\jour Math. USSR-Sb.
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    • This publication is cited in the following 67 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Математический сборник - 1989–1990 Sbornik: Mathematics
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    Abstract page:749
    Russian version PDF:289
    English version PDF:41
    References:87
    First page:1
     
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