Limit behavior of two-time-scale diffusions revisited
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The authors concerned with diffusions with two-time scales or singularly perturbed diffusions. Asymptotic expansions of the solution of the associated Cauchy problem for parabolic differential equation are obtained and the desired error bounds are derived.
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Cited in
(63)- Singularly perturbed solution to semilinear reaction diffusion equations with two parameters
- Asymptotic solution of activator inhibitor systems for nonlinear reaction diffusion equations
- Asymptotic expansions of backward equations for two-time-scale Markov chains in continuous time
- Speed of convergence to equilibrium and to normality for diffusions with multiple periodic scales
- Weak order in averaging principle for stochastic wave equation with a fast oscillation
- Averaging principle for one dimensional stochastic Burgers equation
- Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes
- Diffusion approximation for multi-scale stochastic reaction-diffusion equations
- An averaging principle for two-time-scale stochastic functional differential equations
- Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations
- Averaging principle and normal deviations for multiscale stochastic systems
- Diffusion approximation for fully coupled stochastic differential equations
- Martingale structure for general thermodynamic functionals of diffusion processes under second-order averaging
- Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process
- The averaging principle for stochastic differential equations driven by a Wiener process revisited
- Fast-slow-coupled stochastic functional differential equations
- Averaging of semigroups associated to diffusion processes on a simplex
- An averaging principle for slow-fast fractional stochastic parabolic equations on unbounded domains
- Orders of convergence in the averaging principle for SPDEs: the case of a stochastically forced slow component
- Gene regulatory networks driven by intrinsic noise with two-time scales: a stochastic averaging approach
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- A class of nonlinear singularly perturbed initial boundary value problems for reaction diffusion equations with boundary perturbation
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- Solvability for a nonlinear reaction diffusion equation with boundary perturbation
- A class of nonlinear nonlocal singularly perturbed reaction-diffusion systems
- Singularly perturbed solution for third order nonlinear equations with two parameters
- Strong and weak orders in averaging for SPDEs
- Multiscale stochastic modelling of gene expression
- Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes
- Asymptotics for time-changed diffusions
- Interactive diffusions for global optimization
- On Asymptotic Preserving Schemes for a Class of Stochastic Differential Equations in Averaging and Diffusion Approximation Regimes
- Approximation of the Filter Equation for Multiple Timescale, Correlated, Nonlinear Systems
- A fluid-diffusion-hybrid limiting approximation for priority systems with fast and slow customers
- Fluctuation analysis and short time asymptotics for multiple scales diffusion processes
- A chaos expansion approach under hybrid volatility models
- A uniform asymptotic expansion for stochastic volatility model in pricing multi-asset European options
- Singularly perturbed reaction diffusion equations with time delay
- Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations
- Averaging principle for two time-scale regime-switching processes
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- Averaging principles for mixed fast-slow systems driven by fractional Brownian motion
- Asymptotic behavior of a class of multiple time scales stochastic kinetic equations
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- Stochastic averaging for a type of fractional differential equations with multiplicative fractional Brownian motion
- Diffusion approximation for multi-scale McKean-Vlasov SDEs through different methods
- Homogenization for singularly perturbed stochastic wave equations with Hölder continuous coefficients
- Averaging principle for multiscale forward-backward stochastic differential equations, with application to quasi-linear PDE's
- On the reduction of stochastic chemical reaction networks
- Averaging principle for multiscale stochastic PDEs with fully local monotone coefficients
- Large deviation principle for two time-scale regime-switching processes
- Asymptotic optimality of a class of controlled non-Markov processes
- Two-time-scale stochastic functional differential equations: inclusion of infinite delay and coupled segment processes
- Asymptotic expansions of evolution equations with fast volatility
- Systems of singularly perturbed forward-backward stochastic differential equations and control problems
- Near-optimal controls of two-time scale functional diffusion systems
- Smoluchowski-Kramers limit for multi-scale stochastic Langevin equations
- Global optimization using diffusion perturbations with large noise intensity
- Hierarchy of time scales in the case of weak diffusion
- Solvability for nonlinear elliptic equation with boundary perturbation
- Singularly perturbed solution for weakly nonlinear equations with two parameters
- Singular perturbation for the weakly nonlinear reaction diffusion equation with boundary perturbation
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