On weak convergence for stochastic evolutionary systems in average principle - Mathematics > ProbabilityReport as inadecuate




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Abstract: Weak convergence of the stochastic evolutionary system to the averageevolutionary system is proved. The method proposed by R.Liptser in forsemimartingales is used. But we apply a solution of singular perturbationproblem instead of ergodic theorem.



Author: I.V.Samoilenko

Source: https://arxiv.org/







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