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Random processes with strong averaging condition

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Abstract

New classes of stochastic processes satisfying a strong averaging condition are introduced. The condition generalizes the known properties of strong mixing and regularity. Sufficient conditions are obtained for the solution of a system of stochastic differential Itô equations to satisfy the strong averaging condition. Bibliography:10 titles.

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Authors
  1. O. Yu. Kul'chitskii
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Additional information

Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 228, 1996, pp. 209–219

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Kul'chitskii, O.Y. Random processes with strong averaging condition. J Math Sci 93, 385–391 (1999). https://doi.org/10.1007/BF02364823

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  • DOI: https://doi.org/10.1007/BF02364823

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