Approximate properties of stochastic functional differential equations with singular perturbations
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Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic theory of functional-differential equations (34K25) Stochastic functional-differential equations (34K50) Martingales with continuous parameter (60G44) Singular perturbations of functional-differential equations (34K26) Averaging for functional-differential equations (34K33)
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Cited in
(5)- An averaging principle for fast-slow-coupled neutral stochastic differential equations with time-varying delay
- Approximation of a class of functional differential equations with wideband noise perturbations
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- Weak convergence and stability of functional diffusion systems with singularly perturbed regime switching
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