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Trudy Matematicheskogo Instituta im. V. A. Steklova, 1993, Volume 202, Pages 175–189 (Mi tm1364)  
The Bogolyubov averaging principle for semimartingales

R. Sh. Liptser
Full-text PDF (925 kB)
Bibliographic databases:
UDC: 519.216.24
Language: Russian
Citation: R. Sh. Liptser, “The Bogolyubov averaging principle for semimartingales”, Statistics and control of stochastic processes, Trudy Mat. Inst. Steklov., 202, TVP, Moscow, 1993, 175–189; Proc. Steklov Inst. Math., 202 (1994), 143–153
Citation in format AMSBIB
\Bibitem{Lip93}
\by R.~Sh.~Liptser
\paper The Bogolyubov averaging principle for semimartingales
\inbook Statistics and control of stochastic processes
\serial Trudy Mat. Inst. Steklov.
\yr 1993
\vol 202
\pages 175--189
\publ TVP
\publaddr Moscow
\mathnet{http://mi.mathnet.ru/tm1364}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1383305}
\zmath{https://zbmath.org/?q=an:0856.60044}
\transl
\jour Proc. Steklov Inst. Math.
\yr 1994
\vol 202
\pages 143--153
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    		Труды Математического института имени В. А. Стеклова Proceedings of the Steklov Institute of Mathematics
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