Stochastic version of the averaging principle for diffusion type processes

DOI10.1080/17442509008833657zbMath0729.60047OpenAlexW2024001284MaRDI QIDQ3353906

Robert Sh. Liptser, Jordan M. Stoyanov

Publication date: 1990

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509008833657

zbMATH Keywords

weak convergencestochastic differential equationsdiffusion processaveraging principle

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (10)

Averaging principle of SDE with small diffusion: Moderate deviations ⋮ Moderate deviations of inhomogeneous functionals of Markov processes and application to averaging. ⋮ On the averaging principle for SDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients ⋮ On the Poisson equation for singular diffusions ⋮ Effective behavior of cooperative and nonidentical molecular motors ⋮ Bogoliubov averaging principle of stochastic reaction-diffusion equation ⋮ Regularly perturbed stochastic differential systems with an internal random noise ⋮ Fluctuation analysis and short time asymptotics for multiple scales diffusion processes ⋮ Moderate deviation principle for multiscale systems driven by fractional Brownian motion ⋮ Typical dynamics and fluctuation analysis of slow–fast systems driven by fractional Brownian motion

This page was built for publication: Stochastic version of the averaging principle for diffusion type processes