Quantitative results for perturbed stochastic differential equations

Jordan Stoyanov and Dobrin Botev

International Journal of Stochastic Analysis, 1996, vol. 9, 1-7

Abstract:

The paper is devoted to Itô type stochastic differential equations (SDE's) with small perturbations. Our goal is to present strong results showing how close are the 2 m -order moments of the solutions of the perturbed SDE's and the unperturbed SDE.

Date: 1996
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:517419

DOI: 10.1155/S104895339600024X

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