TY - JOUR
AU - B. V. Bondarev
AU - E. E. Kovtun
PY - 2006/12/25
Y2 - 2024/06/21
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 - Ukrainsâ€™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 -