Intermixing “according to Ibragimov”. Estimate for rate of approach of family of integral functionals of solution of differential equation with periodic coefficients to family of the Wiener processes. Some applications. II

• Date: 2011
• Main Authors: Bondarev, B. V., Kozyr', S. M., Бондарев, Б. В., Козырь, С. М.
• Format: Article
• Language: Russian; English
• Published: Institute of Mathematics, NAS of Ukraine 2011
• Online Access: https://umj.imath.kiev.ua/index.php/umj/article/view/2718
• Journal Title: Ukrains’kyi Matematychnyi Zhurnal

In the first part of this work, we obtain estimates for the rate of approach of integrals of a family of "physical" white noises to a family of the Wiener processes. By using this result, we establish an estimate for the rate of approach of a family of solutions of ordinary differ...