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.
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Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 63, No. 8, pp. 1103–1127, August, 2011.
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Samoilenko, A.M., Stanzhyts’kyi, O.M. & Novak, I.H. On asymptotic equivalence of solutions of stochastic and ordinary equations. Ukr Math J 63, 1268–1297 (2012). https://doi.org/10.1007/s11253-012-0577-5
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DOI: https://doi.org/10.1007/s11253-012-0577-5