Error Estimates of Solutions and Mean of Solutions of Stochastic Differential Systems
Abstract
**Please note that the full text is embargoed** ABSTRACT: Stochastic differential equations are considered. Estimates
in terms of statistical properties are given for the difference between
the solutions and solutions of the mean of stochastic differential systems. For this purpose necessary theorems are developed and sufficient conditions are given to obtain error estimates. A few examples are worked out to demonstrate the usefulness of the results.