Summary
In this work, one considers two stochastic integral equations indexed by some parameter ɛ and one studies the contiguity of their solutions when the parameter converges to some ε0. Two types of behaviour are described; they lead to the notion of regular and singular perturbations. The method which is used also enables a study of the rate of convergence. Applications to time discretization of equations are given.
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Picard, J. Convergence in probability for perturbed stochastic integral equations. Probab. Th. Rel. Fields 81, 383–452 (1989). https://doi.org/10.1007/BF00340060
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DOI: https://doi.org/10.1007/BF00340060