On asymptotic equivalence of solutions of stochastic and ordinary equations

  • I. H. Novak Київ. нац. ун-т iм. Т. Шевченка
  • A. M. Samoilenko
  • A. N. Stanzhitskii

Abstract

For a weakly nonlinear stochastic system, we construct a system of ordinary differential equations the behavior of solutions of which at infinity is similar to the behavior of solutions of the original stochastic system.
Published
25.08.2011
How to Cite
NovakI. H., SamoilenkoA. M., and StanzhitskiiA. N. “On Asymptotic Equivalence of Solutions of Stochastic and Ordinary Equations”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 63, no. 8, Aug. 2011, pp. 1103-27, https://umj.imath.kiev.ua/index.php/umj/article/view/2788.
Section
Research articles