Averaging principle and systems of singularly perturbed stochastic differential equations
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Cites work
Cited in
(30)- Strong convergence rate in averaging principle for stochastic FitzHugh-Nagumo system with two time-scales
- An averaging principle for two-scale stochastic partial differential equations
- Model reduction of multi-scale chemical Langevin equations
- Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations
- Averaging principle for neutral stochastic functional differential equations with impulses and non-Lipschitz coefficients
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- Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations
- Strong convergence in the \(p\)th-mean of an averaging principle for two-time-scales SPDEs with jumps
- Averaging principle for the higher order nonlinear Schrödinger equation with a random fast oscillation
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- Stochastic averaging principle for systems with pathwise uniqueness
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- Averaging Euler-type difference scheme
- \(L^p(p > 2)\)-strong convergence of an averaging principle for two-time-scales jump-diffusion stochastic differential equations
- The averaging principle for stochastic differential equations driven by a Wiener process revisited
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- Averaging principle for stochastic differential equations in the random periodic regime
- Nearly Optimal controls for singularly perturbed wideband noise systems
- Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations
- Averaging principle for impulsive stochastic partial differential equations
- Averaging principle for two-time-scale stochastic differential equations with correlated noise
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- Averaging of singularly perturbed systems
- Averaging principle for SDEs of neutral type driven by G-Brownian motion
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