A decreasing step method for strongly oscillating stochastic models (Q2341638)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A decreasing step method for strongly oscillating stochastic models
scientific article

    Statements

    A decreasing step method for strongly oscillating stochastic models (English)
    0 references
    0 references
    27 April 2015
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    strongly oscillating SDE
    0 references
    stochastic approximation
    0 references
    multi-scale system
    0 references
    Euler scheme
    0 references
    ergodicity
    0 references
    limit distribution
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references