Averaging of singularly perturbed controlled stochastic differential equations
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approximation of slow motionsaveragingcontrolled systemslimit occupational measures setsoccupational measuressingularly perturbed stochastic differential equations
Averaging method for ordinary differential equations (34C29) Singular perturbations for ordinary differential equations (34E15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Time-scale analysis and singular perturbations in control/observation systems (93C70) Stochastic systems in control theory (general) (93E03)
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