Quantitative results for perturbed stochastic differential equations. (1996)

• Record Type: Journal Article
• Authors: Stoyanov, Jordan; Botev, Dobrin
• Is Part Of: Journal of applied mathematics and stochastic analysis. Volume 9:Number 3(1996)
• Page Start: 255
• Page End: 261
• Publication Date: 1996
• Subjects: stochastic differential equation -- “Small” perturbations -- moments of order 2m -- approximations of the solutions; Mathematical models -- Periodicals; Computer simulation -- Periodicals; Computer science -- Mathematics -- Periodicals; Computer science -- Mathematics; Computer simulation; Mathematical models; Applied Mathematics; Periodicals; Electronic journals; 519.22
• DOI: 10.1155/S104895339600024X
• Languages: English
• ISSNs: 1048-9533

Abstract

Abstract : The paper is devoted to Itô type stochastic differential equations (SDE's) with “small“ perturbations. Our goal is to present strong results showing how “close” are the 2 m -order moments of the solutions of the perturbed SDE's and the unperturbed SDE.