On the diffusion approximation of the slow component of the solution of a system of stochastic differential equations. (Russian) Zbl 0712.60061
Sufficient conditions are given allowing the convergence in mean square to the diffusion of the slow component of a system of stochastic differential equations. A theorem is proved involving accurate estimates.
Reviewer: C.Vârsan
MSC:
| 60H10 | Stochastic ordinary differential equations (aspects of stochastic analysis) |
