Approximate properties of stochastic functional differential equations with singular perturbations

DOI10.3934/dcdsb.2023037zbMath1519.34091OpenAlexW4322747679MaRDI QIDQ6096989

Wenjie Cao, Minyu Wu, Fuke Wu

Publication date: 9 June 2023

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2023037

zbMATH Keywords

weak convergencesingular perturbationsfunctional derivativeSFDEwide-band noise

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic theory of functional-differential equations (34K25) Martingales with continuous parameter (60G44) Stochastic functional-differential equations (34K50) Singular perturbations of functional-differential equations (34K26) Averaging for functional-differential equations (34K33)

Related Items (1)

An averaging principle for fast-slow-coupled neutral stochastic differential equations with time-varying delay

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