We describe approximation methods for nonlinear difference, differential and integral systems whose parameters are ergodic stochastic processes. We show that solutions are the sum of an averaged solution and a diffusion process that solves a linear Langevin equation. An application to phase-locked loop networks is described. Reference: A.V. Skorokhod, F.C. Hoppensteadt, H. Salehi, Random Perturbation Methods with Applications in Science and Engineering, Springer-Verlag, 2002.
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