Strong convergence of multi-scale stochastic differential equations with a full dependence

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DOI10.1016/j.spl.2024.110271MaRDI QIDQ6650758

Jicheng Liu, Qing Ji

Publication date: 9 December 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

strong convergence stochastic differential equations Poisson equation averaging principle

Mathematics Subject Classification ID

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

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