TY - JOUR AU - B. V. Bondarev AU - E. E. Kovtun PY - 2006/12/25 Y2 - 2024/03/29 TI - 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 JF - Ukrains’kyi Matematychnyi Zhurnal JA - Ukr. Mat. Zhurn. VL - 58 IS - 12 SE - Research articles DO - UR - https://umj.imath.kiev.ua/index.php/umj/article/view/3557 AB - In the metric $\rho(X, Y) = (\sup\limits_{0 \leq t \leq T} M|X(t) - Y(t)|^2)^{1/2} $for an ordinary stochastic differential equation oforder $p \geq 2$ with small parameter of the higher derivative, we establish an estimate of the rate of convergence of its solution to a solution of stochastic equation of order $p - 1$. ER -