Stochastic version of the averaging principle for diffusion type processes

DOI10.1080/17442509008833657zbMATH Open0729.60047OpenAlexW2024001284MaRDI QIDQ3353906FDOQ3353906

Authors: R. Liptser, Jordan Stoyanov 

Publication date: 1990

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509008833657

Recommendations

• Averaging principle for diffusion processes
• The averaging principle for stochastic differential equations driven by a Wiener process revisited
• scientific article
• scientific article; zbMATH DE number 4180475
• scientific article; zbMATH DE number 4011581

zbMATH Keywords

weak convergencediffusion processstochastic differential equationsaveraging principle

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (28)

• Moderate deviation principle for multiscale systems driven by fractional Brownian motion
• Effective behavior of cooperative and nonidentical molecular motors
• The limit behaviour of integral functional of the solution of stochastic differential equation depending on small parameter
• Large-deviation principle for conditional distributions of diffusion processes
• Regularly perturbed stochastic differential systems with an internal random noise
• Title not available (Why is that?)
• Title not available (Why is that?)
• Fluctuation analysis and short time asymptotics for multiple scales diffusion processes
• On the Poisson equation for singular diffusions
• Typical dynamics and fluctuation analysis of slow–fast systems driven by fractional Brownian motion
• On the averaging principle for SDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients
• Averaging principle of SDE with small diffusion: Moderate deviations
• Title not available (Why is that?)
• The averaging principle for stochastic difference equations
• Study of stochastic differential equations by constructive methods. I.
• Title not available (Why is that?)
• Averaging for systems of stochastic equations with random disturbances
• Moderate deviations in the averaging principle of a SDE with small diffusion in a random environment
• Moderate deviations of inhomogeneous functionals of Markov processes and application to averaging.
• Title not available (Why is that?)
• Bogoliubov averaging principle of stochastic reaction-diffusion equation
• Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter
• Quantitative fluctuation analysis of multiscale diffusion systems via Malliavin calculus
• Diffusion processes on an open book and the averaging principle
• The averaging principle for diffusions with a small parameter in the case of a noncharacteristic boundary
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

This page was built for publication: Stochastic version of the averaging principle for diffusion type processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3353906)