Averaging principle for two-time-scale stochastic differential equations with correlated noise
type: Item
instance of: scholarly article
title: Averaging principle for two-time-scale stochastic differential equations with correlated noise
zbMATH Open document ID: 1503.34108
author: Tao Jiang
author: Yancai Liu
published in: Open Mathematics
publication date: 2023-01-17T00:00:00Z
Mathematics Subject Classification ID: 34F05
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 34C29
zbMATH DE Number: 7643007
zbMATH Keywords: averaging principle
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: correlated noise
zbMATH Keywords: multiscale expansion
MaRDI profile type: Publication
full work available at URL: math-2022-0538
OpenAlex ID: W4312620849
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DOI: 10.1515/MATH-2022-0538
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description: scientific article; zbMATH DE number 7643007