$(2m)$-th mean behavior of solutions of stochastic differential equations under parametric perturbations


Svetlana Janković, Miljana Jovanović




We consider the perturbed stochastic differential equation of the Ito type depending on a small parameter. We give conditions of the closeness in the $(2m)$-th mean between the solution of this perturbed equation and the solution of the corresponding unperturbed equation of the equal type.