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