The N.n. Bogolyubov Method of Averaging for Stochastic Differential Equations
Download or Read eBook The N.n. Bogolyubov Method of Averaging for Stochastic Differential Equations PDF written by V. M. Kuzma and published by . This book was released on 1969 with total page 7 pages. Available in PDF, EPUB and Kindle.
Author | : V. M. Kuzma |
Publisher | : |
Total Pages | : 7 |
Release | : 1969 |
ISBN-10 | : OCLC:227571288 |
ISBN-13 | : |
Rating | : 4/5 (88 Downloads) |
Book Synopsis The N.n. Bogolyubov Method of Averaging for Stochastic Differential Equations by : V. M. Kuzma
Book excerpt: The author formulates a theorem substantiating the use of the averaging method to determine to a first approximation the mathematical expectations for the solution of equations in a standard form with right-hand parts represented by random functions of time. The statement and proof of the theorem are analogous to those of the theorem of N.N. Bogolyubov which estimates the error of a first approximation derived with the aid of asymptotic methods for a finite interval of time. (Author).