4.0 Article

Double averaging principle for periodically forced slow-fast stochastic systems

Journal

ELECTRONIC COMMUNICATIONS IN PROBABILITY
Volume 18, Issue -, Pages 1-12

Publisher

UNIV WASHINGTON, DEPT MATHEMATICS
DOI: 10.1214/ECP.v18-1975

Keywords

averaging principle; slow-fast; stochastic differential equation; periodic averaging; inhomogeneous Markov process

Ask authors/readers for more resources

This paper is devoted to obtaining an averaging principle for systems of slow-fast stochastic differential equations, where the fast variable drift is periodically modulated on a fast time-scale. The approach developed here combines probabilistic methods with a recent analytical result on long-time behavior for second order elliptic equations with time-periodic coefficients.

Authors

I am an author on this paper
Click your name to claim this paper and add it to your profile.

Reviews

Primary Rating

4.0
Not enough ratings

Secondary Ratings

Novelty
-
Significance
-
Scientific rigor
-
Rate this paper

Recommended

No Data Available
No Data Available