The averaging principle for stochastic differential equations driven by a Wiener process revisited

Author:

Bréhier Charles-Edouard

Publisher

Cellule MathDoc/CEDRAM

Subject

General Mathematics

Reference19 articles.

1. Strong and weak orders in averaging for SPDEs;['Bréhier, Charles-Edouard'];Stochastic Processes Appl.,2012

2. Orders of convergence in the averaging principle for SPDEs: the case of a stochastically forced slow component;['Bréhier, Charles-Edouard'];Stochastic Processes Appl.,2020

3. On asymptotic preserving schemes for a class of stochastic differential equations in averaging and diffusion approximation regimes;['Bréhier, Charles-Edouard', 'Rakotonirina-Ricquebourg, Shmuel'];Multiscale Model. Simul.,2022

4. A Khasminskii type averaging principle for stochastic reaction-diffusion equations;['Cerrai, Sandra'];Ann. Appl. Probab.,2009

5. Averaging principle for a class of stochastic reaction-diffusion equations;['Cerrai, Sandra', 'Freidlin, Mark I.'];Probab. Theory Relat. Fields,2009

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