A closure method for randomly perturbed linear systems

Demonstratio Mathematica

Volumn 34, Issue 2, 2001, Pages 415-424

  Bobryk, Roman ^a,b   Stettner, Łukasz ^c  

^a JAN KOCHANOWSKI UNIVERSITY   (Poland)

^b INSTITUTE OF HYDROBIOLOGY   (Ukraine)

^c INSTITUTE OF MATHEMATICS   (Poland)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 20344386647     PISSN: 04201213     EISSN: 23914661     Source Type: Journal    
DOI: 10.1515/dema-2001-0219     Document Type: Article

References (10)

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3. Bobryk R.V. And Stettner L., Mean square stabilization of linear systems by mean zero noise, Stochastics Stochastics Rep. 67 (1999), 169-189.
4. Cameron R.H. And Martin W.T., transformations of Wiener integrals under translations, Ann. Math. 45 (1944), 386-396.
5. O'Malley R.E., Jr., Introduction to Singular Perturbations, Academic Press, New York, 1974, pp. 206.
6. Richardson J.M., The application of truncated hierarchy techniques in the solution of a stochastic linear differential equation, Proc. Symp. Appl. Math. 16 AMS (1964), 290-302.
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8. Van Kampen N.G., Stochastic Processes in Physics and Chemistry, North Holland, Amsterdam, 1981, pp. 376.
9. Vasil'eva A.B., Butuzov V.F. And Kalachev L.V., The Boundary Function Method for Singular Perturbation Problems, SIAM, Philadelphia, 1995, 221.
10. Wall H.S., Analytical Theory of Continued Fractions, Van Nostrand, New York, 1948, 433.