L2 Diffusion Approximation for Slow Motion in Averaging
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Publication:4451794
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Cites work
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- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
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- Invariance principles for sums of Banach space valued random elements and empirical processes
- Limit theorems in averaging for dynamical systems
- Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales
- On Stochastic Processes Defined by Differential Equations with a Small Parameter
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- The Problem of Embedding Vector-Valued Martingales in a Gaussian Process
Cited in
(22)- Large deviations and approximations for slow-fast stochastic reaction-diffusion equations
- Diffusion approximation for slow motion in fully coupled averaging
- Averaging principle and normal deviations for multiscale stochastic systems
- Averaging principle for stochastic differential equations in the random periodic regime
- Diffusive Boltzmann equation, its fluid dynamics, Couette flow and Knudsen layers
- Ergodicity and spike rate for stochastic FitzHugh-Nagumo neural model with periodic forcing
- Diffusion limit of 3D primitive equations of the large-scale ocean under fast oscillating random force
- Homogenization of an advection equation with locally stationary random coefficients
- Strong diffusion approximation in averaging with dynamical systems fast motions
- Particle filtering in high-dimensional chaotic systems
- Optimal stopping and strong approximation theorems†
- Stochastic Averaging of Dynamical Systems with Multiple Time Scales Forced with \alpha-Stable Noise
- On the Averaging Method in Nearly Time-Periodic Advection-Diffusion Problems
- Linear and Nonlinear Diffusion Approximation of the Slow Motion in Systems with Two Time Scales
- scientific article; zbMATH DE number 2171474 (Why is no real title available?)
- Stochastic perturbations of periodic orbits with sliding
- Decomposition of stochastic flow and an averaging principle for slow perturbations
- Lagrangian uncertainty quantification and information inequalities for stochastic flows
- Strong diffusion approximation in averaging and value computation in Dynkin's games
- Higher-order approximations in the averaging principle of multiscale systems
- Some strong limit theorems in averaging
- Diffusion approximation and stability of stochastic differential equations with singular perturbation
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