Extension of the averaging method to stochastic equations

Ivo Vrkoč

Czechoslovak Mathematical Journal (1966)

  • Volume: 16, Issue: 4, page 518-544
  • ISSN: 0011-4642

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Vrkoč, Ivo. "Extension of the averaging method to stochastic equations." Czechoslovak Mathematical Journal 16.4 (1966): 518-544. <http://eudml.org/doc/12336>.

@article{Vrkoč1966,
author = {Vrkoč, Ivo},
journal = {Czechoslovak Mathematical Journal},
keywords = {probability theory},
language = {eng},
number = {4},
pages = {518-544},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Extension of the averaging method to stochastic equations},
url = {http://eudml.org/doc/12336},
volume = {16},
year = {1966},
}

TY - JOUR
AU - Vrkoč, Ivo
TI - Extension of the averaging method to stochastic equations
JO - Czechoslovak Mathematical Journal
PY - 1966
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 16
IS - 4
SP - 518
EP - 544
LA - eng
KW - probability theory
UR - http://eudml.org/doc/12336
ER -

References

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  1. Боголюбов H. И., Мытропольский Ю. Л., Асимптотические методы в теории нелинейных колебаний ГОС, ИЗД. ТЕХ.-ТЕОР. ЛИТ. 1955. (1955) Zbl1160.26300
  2. Dooh J. L., Stochastic Processes, New York 1953. (1953) 
  3. Дыикии E. В., Марковские процессы, ФИЗМАТГИЗ. 1963. (1963) Zbl1145.93303
  4. Courant R., Partial Differential Equations, New York 1962. (1962) Zbl0099.29504
  5. Wang Jia-Gang, Properties and limit theorems of sample functions of the Ito stochastic integral, Chinese Mathematics, 1964, Vol V, N 4, 556-570. (1964) Zbl0279.60044MR0174086
  6. Agmon S., Doughs A., Nirenberg L., Estimate near boundary for solutions of elliptic partial differential equations. Satisfying general boundary conditions I, Communications on pure and applied Math. 1959, Vol 72, 623-727. (1959) MR0125307

Citations in EuDML Documents

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  1. R. Z. Hasminskii, О принципе усреднения для стохастических дифференциальных уравнений Ито
  2. Bohdan Maslowski, Jan Seidler, Ivo Vrkoč, An averaging principle for stochastic evolution equations. II.
  3. Ivo Vrkoč, The weak exponential stability and periodic solutions of Ito stochastic equations with small stochastic terms
  4. Ivo Vrkoč, The exponential stability and periodic solutions of Ito stochastic equations with small stochastic terms
  5. Ivo Vrkoč, Conditions for maximal local diffusions in multi-dimensional case
  6. Ivo Vrkoč, Weak averaging of stochastic evolution equations

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