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 SectionsAbout1 Michel Loève, Probability theory, Third edition, D. Van Nostrand Co. , Inc. , Princeton, N. J. -Toronto, Ont. -London, 1963xvi+685 MR0203748 0108. 14202 Google Scholar2 N. N. Bogolyubov, Some Statistical Methods in Mathematical Physics, Izd-vo Akad. Nauk Ukrain. SSR, Kiev, 1945, (In Russian. ) Google Scholar3 I. I. Gikhman, On a theorem of N. N. Bogolyubov, Ukrain. Mat. Zh. , IV (1952), 215–218, (In Russian. ) Google Scholar4 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 Scholar5 N. N. Bogolyubov and, Yu. A. 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