scientific article; zbMATH DE number 4147221

zbMATH Open0699.60040MaRDI QIDQ3477751FDOQ3477751

A. Yu. Veretennikov

Publication date: 1990

Full work available at URL: https://eudml.org/doc/72140

Title of this publication is not available (Why is that?)

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zbMATH Keywords

stochastic differential equationsaveraging principle

Mathematics Subject Classification ID

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

Cited In (28)

• Orders of convergence in the averaging principle for SPDEs: the case of a stochastically forced slow component
• Title not available (Why is that?)
• Averaging in some stochastic systems
• The averaging principle for stochastic differential equations driven by a Wiener process revisited
• Rough homogenisation with fractional dynamics
• Averaging stochastic systems under weakly dependent perturbations
• Averaging principle for fully coupled dynamical systems and large deviations
• Strong convergence rate of principle of averaging for jump-diffusion processes
• Generating diffusions with fractional Brownian motion
• Moderate deviations for systems of slow-fast stochastic reaction-diffusion equations
• Title not available (Why is that?)
• Averaging on variables for system of stochastic different equations.
• Large deviations in averaging principle for stochastic differential equation systems (noncompact case)
• On large deviations for SDEs with small diffusion and averaging.
• On the averaging principle for stochastic delay differential equations with jumps
• Title not available (Why is that?)
• Averaging for systems of stochastic equations with random disturbances
• Title not available (Why is that?)
• Title not available (Why is that?)
• Strong convergence of multi-scale stochastic differential equations with a full dependence
• Averaging method and two-sided bounded solutions of Itô stochastic systems
• Large deviations for small noise diffusions in a fast Markovian environment
• Title not available (Why is that?)
• Asymptotic preserving schemes for SDEs driven by fractional Brownian motion in the averaging regime
• The averaging principle for stochastic pantograph equations with non-Lipschitz conditions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic averaging principle for systems with pathwise uniqueness

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