THE N. N. BOGOLYUBOV METHOD OF AVERAGING FOR STOCHASTIC DIFFERENTIAL EQUATIONS,

Abstract

The author formulates a theorem substantiating the use of the averaging method to determine to a first approximation the mathematical expectations for the solution of equations in a standard form with right-hand parts represented by random functions of time. The statement and proof of the theorem are analogous to those of the theorem of N. N. Bogolyubov which estimates the error of a first approximation derived with the aid of asymptotic methods for a finite interval of time. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jul 29, 1969
Accession Number
AD0699638

Entities

People

  • V. M. Kuzma

Organizations

  • National Air and Space Intelligence Center

Tags

DTIC Thesaurus Topics

  • Differential Equations
  • Equations
  • Functions (Mathematics)
  • Intervals
  • Mathematics
  • Standards

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)