Journal of Applied Mathematics and Stochastic Analysis
Volume 9 (1996), Issue 3, Pages 255-261
doi:10.1155/S104895339600024X
Abstract
The paper is devoted to Itô type stochastic differential equations (SDE's)
with small perturbations. Our goal is to present strong results showing how
close are the 2m-order moments of the solutions of the perturbed SDE's and
the unperturbed SDE.