Convergence in (2m)-th mean for perturbed stochastic integrodifferential equations


Svetlana Janković ,Miljana Jovanović


Our goal is to study the (2m)-th asymptotic behavior for the family of stochastic processes $x^{\varepsilon}=(x_t^{\varepsilon}$, $t\in [t_0,\infty))$, depending on a ``small" parameter $\varepsilon\in (0,1)$. We consider the case when $x^{\varepsilon}$ is the solution of an Ito's stohastic integro-differential equation whose coefficients are additionally perturbed. We compare the solution $x^{\varepsilon}$ with the solution of an appropriate unperturbed equation of the equal type. Sufficient conditions under which these solutions are close in the $(2m)$-th moment sense on intervals whose length tends to infinity are given.