Stochastic version of the averaging principle for diffusion type processes

DOI10.1080/17442509008833657MaRDI QIDQ3353906zbMATHOpenAlexFDO

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

zbMATH Keywords

weak convergencediffusion processstochastic differential equationsaveraging principle

Mathematics Subject Classification ID

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

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