Averaging principle for two-time-scale stochastic differential equations with correlated noise (Q2111861)
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scientific article; zbMATH DE number 7643007
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Averaging principle for two-time-scale stochastic differential equations with correlated noise |
scientific article; zbMATH DE number 7643007 |
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Averaging principle for two-time-scale stochastic differential equations with correlated noise (English)
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17 January 2023
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averaging principle
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stochastic differential equation
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correlated noise
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multiscale expansion
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0.94764864
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0.93262297
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0.9317914
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0.9207023
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0.9189769
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0.9186598
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