Stochastic mode-reduction in models with conservative fast sub-systems

DOI10.4310/CMS.2015.V13.N2.A1zbMath1332.60084arXiv1410.3004MaRDI QIDQ2341030

Ankita Jain, Eric Vanden-Eijnden, Ilya Timofeyev

Publication date: 22 April 2015

Published in: Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.3004

zbMATH Keywords

conservative fast sub-systemsstochastic mode-reduction

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Inference from stochastic processes (62M99) Diffusion processes (60J60) Numerical solutions to stochastic differential and integral equations (65C30)

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