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