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The continuous parameter dependence of a solution to an integro-differential equation. (English. Ukrainian original) Zbl 0863.60053

Theory Probab. Math. Stat. 49, 39-45 (1994); translation from Teor. Jmovirn. Mat. Stat. 49, 55-64 (1993).
Summary: Integro-differential equations with coefficients integrally continuous with respect to parameter are considered. The continuous parameter dependence of a solution to an integro-differential equation is proved and the averaging principle for such equations is obtained.

MSC:

60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60H20 Stochastic integral equations