Stochastic averaging principle for systems with pathwise uniqueness

DOI10.1080/07362999508809400zbMath0824.60048OpenAlexW2006304284MaRDI QIDQ4835291

Janusz Golec

Publication date: 22 June 1995

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999508809400

zbMATH Keywords

pathwise uniquenesssingularly perturbed stochastic differential equationstightness conditionstochastic averaging principle tightness condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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