Diffusion approximation for slow motion in fully coupled averaging
From MaRDI portal
Publication:1881631
DOI10.1007/s00440-003-0326-7zbMath1069.34070MaRDI QIDQ1881631
Publication date: 5 October 2004
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00440-003-0326-7
60F15: Strong limit theorems
34C29: Averaging method for ordinary differential equations
58J65: Diffusion processes and stochastic analysis on manifolds
34E13: Multiple scale methods for ordinary differential equations
Related Items
Averaging Principle for Nonautonomous Slow-Fast Systems of Stochastic Reaction-Diffusion Equations: The Almost Periodic Case, Fluctuation analysis for a class of nonlinear systems with fast periodic sampling and small state-dependent white noise, Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations, Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs, The Second Bogolyubov Theorem and Global Averaging Principle for SPDEs with Monotone Coefficients, Averaging principle for stochastic complex Ginzburg-Landau equations, Fast-slow stochastic dynamical system with singular coefficients, Higher-order approximations in the averaging principle of multiscale systems, Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients, \(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps, Average and deviation for slow-fast stochastic partial differential equations, Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations, Averaging principle for a class of stochastic reaction-diffusion equations, Normal deviations from the averaged motion for some reaction-diffusion equations with fast oscillating perturbation, Weak order in averaging principle for stochastic wave equation with a fast oscillation, A convergence analysis of the perturbed compositional gradient flow: averaging principle and normal deviations, Weak order in averaging principle for stochastic differential equations with jumps, Diffusion approximation for multi-scale stochastic reaction-diffusion equations, Averaging principle and normal deviations for multiscale stochastic systems, Diffusion approximation for fully coupled stochastic differential equations, Averaging principle for stochastic differential equations in the random periodic regime, Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process, Rough homogenisation with fractional dynamics, An averaging principle for slow-fast fractional stochastic parabolic equations on unbounded domains, Strong convergence in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales, A Khasminskii type averaging principle for stochastic reaction-diffusion equations, Some implications of renormalization group theoretical ideas to statistics, Orders of strong and weak averaging principle for multi-scale SPDEs driven by \(\alpha \)-stable process, Strong averaging principle for two-time-scale non-autonomous stochastic FitzHugh-Nagumo system with jumps
