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Matematicheskie Zametki, 1975, Volume 17, Issue 5, Pages 717–726 (Mi mzm7591)  
On stochastic differential equations with a small time lag

T. A. Kuznetsova

Moscow Institute of Radio-Engineering, Electronics and Automation
Full-text PDF (500 kB)
Abstract: The mathematical expectations of certain functionals of the solutions of stochastic equations with a time lag are discussed, and the principal terms of their asymptotic expansions as the lag tends to zero are evaluated.
Received: 17.04.1974
English version:
Mathematical Notes, 1975, Volume 17, Issue 5, Pages 426–432
DOI: https://doi.org/10.1007/BF01155797
Bibliographic databases:
UDC: 519.2
Language: Russian
Citation: T. A. Kuznetsova, “On stochastic differential equations with a small time lag”, Mat. Zametki, 17:5 (1975), 717–726; Math. Notes, 17:5 (1975), 426–432
Citation in format AMSBIB
\Bibitem{Kuz75}
\by T.~A.~Kuznetsova
\paper On stochastic differential equations with a~small time lag
\jour Mat. Zametki
\yr 1975
\vol 17
\issue 5
\pages 717--726
\mathnet{http://mi.mathnet.ru/mzm7591}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=397879}
\zmath{https://zbmath.org/?q=an:0359.60079|0353.60056}
\transl
\jour Math. Notes
\yr 1975
\vol 17
\issue 5
\pages 426--432
\crossref{https://doi.org/10.1007/BF01155797}
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