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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 68 scientific papers (total in 68 papers)

On the averaging principle for systems of stochastic differential equations

A. Yu. Veretennikov

Institute of Control Sciences
English version PDF (598 kB) Citations (68) Russian version article
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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
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”, Math. USSR-Sb., 69:1 (1991), 271–284
Citation in format AMSBIB
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\by A.~Yu.~Veretennikov
\paper On the averaging principle for systems of stochastic differential equations
\jour Math. USSR-Sb.
\yr 1991
\vol 69
\issue 1
\pages 271--284
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    • This publication is cited in the following 68 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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