Ukrainian Mathematical Journal

, Volume 26, Issue 2, pp 186–194 | Cite as

The averaging method for a class of stochastic differential equations

  • I. M. Stoyanov
  • D. D. Bainov


Differential Equation Average Method Stochastic Differential Equation 
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Literature cited

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    I. I. Gikhman, “Differential equations with random functions,” Winter School on Probability Theory and Mathematical Statistics [in Russian], Uzhgorod, Izd. Instituta Matematiki AS UkSSR, Kiev (1964).Google Scholar
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    I. I. Gikhman, “On the weak compactness of sets of measures, corresponding to the solutions of stochastic differential equations,” Matematicheskaya Fizika, No. 7, Naukova Dumka, Kiev (1970).Google Scholar
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    I. I. Gikhman and A. V. Skorokhod, Stochastic Differential Equations [in Russian], Naukova Dumka, Kiev (1968).Google Scholar
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    R. Z. Khas'minskii, “On the averaging principle for Ito stochastic differential equations,” Kybernetika,3, 260–279 (1968).Google Scholar
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    I. Vrkoc, “Extension of the averaging method for stochastic equations,” Czechoslov. Matem. J.,16, 518–544 (1966).Google Scholar
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    Yu. A. Mitropol'skii and V. G. Kolomiets, “Averaging in stochastic systems,” Ukrainsk. Matem. Zh.,23, No. 3 (1971).Google Scholar
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    A. V. Skorokhod, Studies in Theory of Random Processes [in Russian], Izd-vo KGU, Kiev (1961).Google Scholar

Copyright information

© Plenum Publishing Corporation 1975

Authors and Affiliations

  • I. M. Stoyanov
    • 1
  • D. D. Bainov
    • 1
  1. 1.Institute of Mathematics and Mechanics, Bulgarian Academy of SciencesPlovdiv UniversityBulgaria

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