Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients
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Publication:2288037
DOI10.1016/j.jde.2019.09.047zbMath1448.60124arXiv1809.01424OpenAlexW2976337982WikidataQ127181070 ScholiaQ127181070MaRDI QIDQ2288037
Yingchao Xie, Wei Liu, Xiaobin Sun, Michael Roeckner
Publication date: 16 January 2020
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.01424
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging for functional-differential equations (34K33)
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