On weak convergence for stochastic evolutionary systems in average principle

I. V. Samoilenko

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arXiv · 0911.0164

On weak convergence for stochastic evolutionary systems in average principle

I. V. Samoilenko

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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.

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I. V. Samoilenko. 2009-11-01. On weak convergence for stochastic evolutionary systems in average principle. https://arxiv.org/abs/0911.0164

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