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Averaging method and two-sided bounded solutions of Itô stochastic systems. (English. Russian original) Zbl 1138.60043
Differ. Equ. 43, No. 1, 56-68 (2007); translation from Differ. Uravn. 43, No. 1, 52-63 (2007).
The paper studies systems of Ito stochastic differential equations with small noise. The averaging principle has been applied to two sided bounded solutions for which the existence has been verified. Strong convergence results are obtained.
MSC:
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
65C30 Numerical solutions to stochastic differential and integral equations
60H35 Computational methods for stochastic equations (aspects of stochastic analysis)
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