Strong convergence in the stochastic averaging principle

DOI10.1006/JMAA.1994.1349zbMath0813.60050OpenAlexW2010137345MaRDI QIDQ1340544

Andrew J. Heunis, Michael A. Kouritzin

Publication date: 30 May 1995

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmaa.1994.1349

zbMATH Keywords

strong convergencestochastic averaging principlerandom ordinary differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Ordinary differential equations and systems with randomness (34F05)

Related Items (4)

AN AVERAGING PRINCIPLE FOR TWO-SCALE STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS ⋮ An averaging principle for slow-fast fractional stochastic parabolic equations on unbounded domains ⋮ \(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps ⋮ Slow-fast systems with fractional environment and dynamics

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