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Publication:3477751
zbMath0699.60040MaRDI QIDQ3477751
Publication date: 1990
Full work available at URL: https://eudml.org/doc/72140
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The averaging principle for stochastic differential equations driven by a Wiener process revisited ⋮ Orders of convergence in the averaging principle for SPDEs: the case of a stochastically forced slow component ⋮ Moderate deviations for systems of slow-fast stochastic reaction-diffusion equations ⋮ Large deviations for small noise diffusions in a fast Markovian environment ⋮ Strong convergence rate of principle of averaging for jump-diffusion processes ⋮ Asymptotic preserving schemes for SDEs driven by fractional Brownian motion in the averaging regime ⋮ Generating diffusions with fractional Brownian motion ⋮ Rough homogenisation with fractional dynamics
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