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Mathematics of the USSR-Sbornik, 1992, Volume 71, Issue 1, Pages 15–27
DOI: https://doi.org/10.1070/SM1992v071n01ABEH001274
(Mi sm1215)
 

This article is cited in 5 scientific papers (total in 5 papers)

Singular perturbations of stochastic differential equations

Yu. M. Kabanov, S. M. Pergamenshchikov

Central Economics and Mathematics Institute, RAS
References:
Abstract: The main result is an analogue of Tikhonov's classical theorem for stochastic differential equations.
Received: 14.10.1988
Bibliographic databases:
UDC: 519.2
MSC: 60H10, 34E15
Language: English
Original paper language: Russian
Citation: Yu. M. Kabanov, S. M. Pergamenshchikov, “Singular perturbations of stochastic differential equations”, Math. USSR-Sb., 71:1 (1992), 15–27
Citation in format AMSBIB
\Bibitem{KabPer90}
\by Yu.~M.~Kabanov, S.~M.~Pergamenshchikov
\paper Singular perturbations of stochastic differential equations
\jour Math. USSR-Sb.
\yr 1992
\vol 71
\issue 1
\pages 15--27
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\crossref{https://doi.org/10.1070/SM1992v071n01ABEH001274}
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Linking options:
  • https://www.mathnet.ru/eng/sm1215
  • https://doi.org/10.1070/SM1992v071n01ABEH001274
  • https://www.mathnet.ru/eng/sm/v181/i9/p1170
  • This publication is cited in the following 5 articles:
    1. Christian Kuehn, Applied Mathematical Sciences, 191, Multiple Time Scale Dynamics, 2015, 477  crossref
    2. Jonathan De Castro, Liang Tang, Kenneth Loparo, Kai Goebel, AIAA Guidance, Navigation, and Control Conference, 2010  crossref
    3. Yu. M. Kabanov, S. M. Pergamenshchikov, “Large deviations for solutions of singularly perturbed stochastic differential equations”, Russian Math. Surveys, 50:5 (1995), 989–1013  mathnet  crossref  mathscinet  zmath  adsnasa  isi
    4. S. M. Pergamenshchikov, “Asymptotic expansions for a model with distinguished “fast” and “slow” variables, described by a system of singularly perturbed stochastic differential equations”, Russian Math. Surveys, 49:4 (1994), 1–44  mathnet  crossref  mathscinet  zmath  adsnasa  isi
    5. Yu. M. Kabanov, S. M. Pergamenshchikov, “Sets of accesibility for controlled stochastic differential equations”, Russian Math. Surveys, 46:1 (1991), 251–252  mathnet  crossref  mathscinet  zmath  isi
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Математический сборник - 1989–1990 Sbornik: Mathematics
    Statistics & downloads:
    Abstract page:525
    Russian version PDF:190
    English version PDF:18
    References:54
    First page:1
     
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