Averaging principle for two-time-scale stochastic differential equations with correlated noise (Q2111861)

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Averaging principle for two-time-scale stochastic differential equations with correlated noise
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    Averaging principle for two-time-scale stochastic differential equations with correlated noise (English)
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    17 January 2023
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    averaging principle
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    stochastic differential equation
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    correlated noise
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    multiscale expansion
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