Fast-slow-coupled stochastic functional differential equations
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Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Martingales with continuous parameter (60G44) Singular perturbations of functional-differential equations (34K26) Averaging for functional-differential equations (34K33)
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Cites work
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(9)- An averaging principle for fast-slow-coupled neutral stochastic differential equations with time-varying delay
- A strong averaging principle rate for two-time-scale coupled forward-backward stochastic differential equations driven by fractional Brownian motion
- Weak convergence and stability of functional diffusion systems with singularly perturbed regime switching
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- Strong convergence of neutral stochastic functional differential equations with two time-scales
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- Approximate properties of stochastic functional differential equations with singular perturbations
- Weak convergence of McKean-Vlasov stochastic differential equations with two-time-scale Markov switching
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