On Stochastic Processes Defined by Differential Equations with a Small Parameter

Previous article Next article On Stochastic Processes Defined by Differential Equations with a Small ParameterR. Z. Has’minskiiR. Z. Has’minskiihttps://doi.org/10.1137/1111018PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] Michel Loève, Probability theory, Third edition, D. Van Nostrand Co., Inc., Princeton, N.J.-Toronto, Ont.-London, 1963xvi+685 MR0203748 0108.14202 Google Scholar[2] N. N. Bogolyubov, Some Statistical Methods in Mathematical Physics, Izd-vo Akad. Nauk Ukrain. SSR, Kiev, 1945, (In Russian.) Google Scholar[3] I. I. Gikhman, On a theorem of N. N. Bogolyubov, Ukrain. Mat. Zh., IV (1952), 215–218, (In Russian.) Google Scholar[4] M. A. Krasnosel'skii˘ and , S. G. Krei˘n, On the principle of averaging in nonlinear mechanics, Uspehi Mat. Nauk (N.S.), 10 (1955), 147–152, (In Russian.) MR0071596 Google Scholar[5] N. N. Bogolyubov and , Yu. A. 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