Averaging principle for diffusion processes

DOI10.1080/17442509808834133zbMath0904.60041OpenAlexW2044387789MaRDI QIDQ4385257

Seyed Naser Hashemi, Andrew J. Heunis

Publication date: 18 January 1999

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

Full work available at URL: https://doi.org/10.1080/17442509808834133

zbMATH Keywords

stochastic differential equationstrong law of large numbersstrong mixing process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15)

Related Items (4)

Stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients ⋮ Stochastic time-varying extremum seeking and its applications ⋮ Bogoliubov averaging principle of stochastic reaction-diffusion equation ⋮ Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations

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