On weak convergence for stochastic evolutionary systems in average principle
Probability
2009-11-03 v1
Abstract
Weak convergence of the stochastic evolutionary system to the average evolutionary system is proved. The method proposed by R.Liptser in for semimartingales is used. But we apply a solution of singular perturbation problem instead of ergodic theorem.
Cite
@article{arxiv.0911.0164,
title = {On weak convergence for stochastic evolutionary systems in average principle},
author = {I. V. Samoilenko},
journal= {arXiv preprint arXiv:0911.0164},
year = {2009}
}