Kolosov A. Investigation of dynamical systems under effect of fast random oscillations

The dissertation is devoted for study some properties of stochastic processes with a weak dependence. The Wiener process is built, the pathways which one are close on probability in the uniform metrics to pathways of a normalized integral from process with a weak dependence. The estimation of probability of closeness of a normalized integral from process with a weak dependence and built in special way Wiener process and martingale is obtained. The estimation of probability of closeness of the solutions of SDE's with weak dependence fluctuations and Ito SDE's is obtained.