Random processes with strong averaging condition.
| Autor: | Kul'chitskii, O. |
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| Zdroj: | Journal of Mathematical Sciences; Feb1999, Vol. 93 Issue 3, p385-391, 7p |
| Abstrakt: | New classes of stochastic processes satisfying a strong averaging condition are introduced. The condition generalizes the known properties of strong mixing and regularity. Sufficient conditions are obtained for the solution of a system of stochastic differential Itô equations to satisfy the strong averaging condition. Bibliography: 10 titles. [ABSTRACT FROM AUTHOR] |
| Databáze: | Complementary Index |
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