Strong convergence of principle of averaging for multiscale stochastic dynamical systems
Liu, Di
Commun. Math. Sci., Tome 8 (2010) no. 1, p. 999-1020 / Harvested from Project Euclid
Publié le : 2010-12-15
Classification:  Stochastic differential equations,  time scale separation,  averaging of perturbations,  60H10,  60H10,  70K65
@article{1288725269,
     author = {Liu, Di},
     title = {Strong convergence of principle of averaging for multiscale stochastic dynamical systems},
     journal = {Commun. Math. Sci.},
     volume = {8},
     number = {1},
     year = {2010},
     pages = { 999-1020},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1288725269}
}
Liu, Di. Strong convergence of principle of averaging for multiscale stochastic dynamical systems. Commun. Math. Sci., Tome 8 (2010) no. 1, pp.  999-1020. http://gdmltest.u-ga.fr/item/1288725269/