Double averaging principle for periodically forced stochastic slow-fast systems
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Publication:743019
DOI10.1214/ECP.v18-1975zbMath1297.70015MaRDI QIDQ743019
Publication date: 22 September 2014
Published in: Electronic Communications in Probability (Search for Journal in Brave)
stochastic differential equationaveraging principleslow-fastperiodic averaginginhomogeneous Markov process
Numerical solutions to stochastic differential and integral equations (65C30) Systems with slow and fast motions for nonlinear problems in mechanics (70K70)
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