Order reduction for a system of stochastic differential equations with a small parameter in the coefficient of the leading derivative. Estimate for the rate of convergence

Author: Bondarev B.   Kovtun E.  

Publisher: Springer Publishing Company

ISSN: 0041-5995

Source: Ukrainian Mathematical Journal, Vol.58, Iss.12, 2006-12, pp. : 1799-1817

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Abstract