Singularly perturbed stochastic systems

• Published in: Український математичний журнал
• Date: 1997
• ISSN: 1027-3190
• Main Author: Korolyuk, V.S.
• Format: Article
• Language: English
• Published: Інститут математики НАН України 1997
• Subjects: Статті
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/164137
• Journal Title: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Cite this: Singularly perturbed stochastic systems / V.S. Korolyuk // Український математичний журнал. — 1997. — Т. 49, № 1. — С. 25–34. — Бібліогр.: 28 назв. — англ.

Problems of singular perturbation of reducible invertible operators are classified and their applications to the analysis of stochastic Markov systems represented by random evolutions are considered. The phase merging, averaging, and diffusion approximation schemes are discussed for dynamical system...