Communications in Mathematical Sciences

Volume 8 (2010)

Number 4

Strong convergence of principle of averaging for multiscale stochastic dynamical systems

Pages: 999 – 1020

DOI: http://dx.doi.org/10.4310/CMS.2010.v8.n4.a11

Author

Di Liu

Keywords

Stochastic differential equations; time scale separation; averaging of perturbations

2010 Mathematics Subject Classification

60H10, 70K65

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