The averaging principle for non-autonomous slow-fast stochastic differential equations and an application to a local stochastic volatility model (Q2232189)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The averaging principle for non-autonomous slow-fast stochastic differential equations and an application to a local stochastic volatility model |
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The averaging principle for non-autonomous slow-fast stochastic differential equations and an application to a local stochastic volatility model (English)
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4 October 2021
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averaging principle
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slow fast stochastic differential equations
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non autonomous
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Khasminskii
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local stochastic volatility
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