The averaging principle for non-autonomous slow-fast stochastic differential equations and an application to a local stochastic volatility model (Q2232189)
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scientific article; zbMATH DE number 7405915
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| English | The averaging principle for non-autonomous slow-fast stochastic differential equations and an application to a local stochastic volatility model |
scientific article; zbMATH DE number 7405915 |
Statements
The averaging principle for non-autonomous slow-fast stochastic differential equations and an application to a local stochastic volatility model (English)
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4 October 2021
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averaging principle
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slow fast stochastic differential equations
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non autonomous
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Khasminskii
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local stochastic volatility
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0.9359319
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0.9227175
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0.9155443
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0.9110584
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0.90776134
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0.90551484
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0.9053471
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