Strong and weak convergence for the averaging principle of DDSDE with singular drift
DOI10.3150/23-bej1646arXiv2207.12108OpenAlexW4391458298WikidataQ128832056 ScholiaQ128832056MaRDI QIDQ6201866
Mengyu Cheng, Zimo Hao, Michael Roeckner
Publication date: 26 March 2024
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2207.12108
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging method for ordinary differential equations (34C29) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
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