Stochastic version of the averaging principle for diffusion type processes (Q3353906)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Stochastic version of the averaging principle for diffusion type processes
scientific article

    Statements

    Stochastic version of the averaging principle for diffusion type processes (English)
    0 references
    1990
    0 references
    0 references
    weak convergence
    0 references
    diffusion process
    0 references
    averaging principle
    0 references
    stochastic differential equations
    0 references
    0 references
    0 references
    0 references