Poisson Equations with locally-Lipschitz coefficients and Uniform in Time Averaging for Stochastic Differential Equations via Strong Exponential Stability

arXiv2204.02679MaRDI QIDQ6505701

Unnamed Author, I. Souttar, Dan Crisan, Michela Ottobre, Paul W. Dobson

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov semigroups and applications to diffusion processes (47D07) Stability of solutions to ordinary differential equations (34D20) Diffusion processes (60J60) Dependence of solutions to PDEs on initial and/or boundary data and/or on parameters of PDEs (35B30) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75) Averaging for functional-differential equations (34K33)

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