An averaging principle for two-time-scale stochastic functional differential equations
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Publication:1986531
DOI10.1016/j.jde.2019.12.024zbMath1442.34127OpenAlexW3000158197MaRDI QIDQ1986531
Publication date: 8 April 2020
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jde.2019.12.024
weak convergenceergodicitymartingale methodstochastic functional differential equationtwo-time scalefunctional Itô formulapath-dependent functional
Population dynamics (general) (92D25) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Stochastic functional-differential equations (34K50) Singular perturbations of functional-differential equations (34K26) Averaging for functional-differential equations (34K33)
Related Items (15)
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