Stochastic differential equations of second order with a small parameter
classification
🧮 math.PR
keywords
parametersmallequationssolutionsstochasticdifferentialgoesorder
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We consider boundary value problems for stochastic differential equations of second order with a small parameter. For this case we prove a special existence and unicity theorem for strong solutions. The asymptotic behavior of these solutions as small parameter goes to zero is studied. The stochastic averaging theorem for such equations is shown. The limits in the explicit form for the solutions as a small parameter goes to zero are found.
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