Skip to main content
SpringerLink
Log in

Lowering the order of stochastic differential equations with small parameters

  • Published:
Radiophysics and Quantum Electronics Aims and scope

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Literature Cited

  1. A. A. Andronov, A. A. Vitt, and S. É. Khaikin, Theory of Oscillations [in Russian], Fizmatgiz, Moscow (1959).

    Google Scholar 

  2. A. B. Vasil'eva and V. F. Butuzov, Asymptotic Expansions of the Solutions of Singularly Perturbed Equations [in Russian], Nauka, Moscow (1973).

    Google Scholar 

  3. V. D. Razevig and N. N. Nikitin, Radiotekh. Élektron.19, No. 7, 1539 (1974).

    Google Scholar 

  4. V. G. Gaitsgori and A. A. Pervozvanskii, Dynamics of Systems [in Russian], No. 6 (1975), p. 14.

    Google Scholar 

  5. R. L. Stratonovich, Topics from the Theory of Fluctuations in Radio Applications [in Russian], Sovet-skoe Radio, Moscow (1961).

    Google Scholar 

  6. R. L. Stratonovich, Conditional Markovian Processes and Their Application to the Theory of Optimal Control [in Russian], MGU, Moscow (1966).

    Google Scholar 

  7. I. I. Gikhman and A. V. Skorokhod, Theory of Random Processes [in Russian], Vol. 2, Nauka, Moscow (1973).

    Google Scholar 

  8. G. A. Korn and T. M. Korn, Mathematical Handbook for Scientists and Engineers, McGraw-Hill, New York (1968).

    Google Scholar 

  9. L. Collatz, Functional Analysis and Numerical Mathematics, Academic Press, New York (1966).

    Google Scholar 

  10. A. H. Gray and T. K. Caughey, J. Math. Phys.,44, No. 3, 288 (1965).

    Google Scholar 

  11. E. Wong and M. Zakai, in: Proceedings of the Third International Congress of the International Federation of Automatic Control. Optimal Systems and Statistical Methods [Russian translation], Nauka, Moscow (1971).

    Google Scholar 

Download references

Authors
  1. V. D. Razevig
    View author publications

    You can also search for this author in PubMed Google Scholar

Additional information

Moscow Power Institute. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 19, No. 8, pp. 1166–1173, August, 1976.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Razevig, V.D. Lowering the order of stochastic differential equations with small parameters. Radiophys Quantum Electron 19, 824–829 (1976). https://doi.org/10.1007/BF01043477

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01043477

Keywords

Search

Navigation