The averaging principle for non-autonomous slow-fast stochastic differential equations and an application to a local stochastic volatility model

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Publication:2232189

DOI10.1016/J.JDE.2021.09.002zbMath1490.60150arXiv2012.09082OpenAlexW3199275391MaRDI QIDQ2232189

Filippo de Feo

Publication date: 4 October 2021

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.09082




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