Diffusion approximation for fully coupled stochastic differential equations (Q2039430): Difference between revisions

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Language	Label	Description	Also known as
English	Diffusion approximation for fully coupled stochastic differential equations	scientific article

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scholarly article

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Diffusion approximation for fully coupled stochastic differential equations (English)

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Michael Roeckner

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The Annals of Probability

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publication date

2 July 2021

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full work available at URL

https://arxiv.org/abs/2008.04817

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zbMATH Keywords

averaging principle

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diffusion approximation

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homogenization

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multiscale system

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Poisson equation

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MaRDI profile type

MaRDI publication profile

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Spectral Methods for Multiscale Stochastic Differential Equations

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Diffusion approximation for slow motion in fully coupled averaging

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Asymptotic analysis of multiscale approximations to reaction networks

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Analysis of an HMM Time-Discretization Scheme for a System of Stochastic PDEs

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Orders of convergence in the averaging principle for SPDEs: the case of a stochastically forced slow component

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Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme

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Central limit theorems for additive functionals of ergodic Markov diffusions processes

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A Khasminskii type averaging principle for stochastic reaction-diffusion equations

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Averaging principle for a class of stochastic reaction-diffusion equations

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Averaging Principle for Nonautonomous Slow-Fast Systems of Stochastic Reaction-Diffusion Equations: The Almost Periodic Case

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Superdiffusive limits for deterministic fast-slow dynamical systems

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Large deviations for multiscale diffusion via weak convergence methods

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Analysis of multiscale methods for stochastic differential equations

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Functional Integration and Partial Differential Equations. (AM-109)

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Random Perturbations of Dynamical Systems

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Dynamics of quasi-geostrophic fluid motion with rapidly oscillating Coriolis force

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Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems

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A Liapounov bound for solutions of the Poisson equation

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An averaging principle for diffusions in foliated spaces

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Homogenization of periodic linear degenerate PDEs

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On the Poisson equation for singular diffusions

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Non-asymptotic Gaussian estimates for the recursive approximation of the invariant distribution of a diffusion

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Fluctuations in the heterogeneous multiscale methods for fast-slow systems

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On Averaging Principles: An Asymptotic Expansion Approach

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Limit behavior of two-time-scale diffusions revisited

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Averaging in dynamical systems and large deviations

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Multiple time scale dynamics

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An averaging principle for a completely integrable stochastic Hamiltonian system

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Strong convergence of principle of averaging for multiscale stochastic dynamical systems

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A mathematical framework for stochastic climate models

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Convergence of Numerical Time-Averaging and Stationary Measures via Poisson Equations

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Moderate deviations for systems of slow-fast diffusions

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Ergodic approximation of the distribution of a stationary diffusion: rate of convergence

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Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: A probabilistic approach

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On the Poisson equation and diffusion approximation. I

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On Poisson equation and diffusion approximation. II.

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On the Poisson equation and diffusion approximation. III

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On large deviations of coupled diffusions with time scale separation

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Averaging principle and normal deviations for multiscale stochastic systems

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Fluctuation analysis and short time asymptotics for multiple scales diffusion processes

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Numerical techniques for multi-scale dynamical systems with stochastic effects

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ON THE AVERAGING PRINCIPLE FOR SYSTEMS OF STOCHASTIC DIFFERENTIAL EQUATIONS

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On polynomial mixing bounds for stochastic differential equations

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On Sobolev solutions of Poisson equations in \(\mathbb R^d\) with a parameter

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Average and deviation for slow-fast stochastic partial differential equations

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Weak order in averaging principle for stochastic differential equations with jumps

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Identifiers

zbMATH Open document ID

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10.1214/20-AOP1475

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2039430

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