A Stochastic Analog of Bogolyubov's Second Theorem
Abstract
We establish an estimate for the rate at which a solution of an ordinary differential equation subject to the action of an ergodic random process converges to a stationary solution of a deterministic averaged system on time intervals of order $e^{1/ερ}$ for some $0 < ρ < 1$.
Published
25.07.2005
How to Cite
Bondarev, B. V., and E. E. Kovtun. “A Stochastic Analog of Bogolyubov’s Second Theorem”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 57, no. 7, July 2005, pp. 879–894, https://umj.imath.kiev.ua/index.php/umj/article/view/3650.
Issue
Section
Research articles