Diffusion approximation for fully coupled stochastic differential equations

Michael Röckner, Longjie Xie

Type: Preprint

Publication Date: 2020-01-01

Citations: 1

DOI: https://doi.org/10.48550/arxiv.2008.04817

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+ PDF Chat	Numerical Techniques for Multi-Scale Dynamical Systems with Stochastic Effects	2003	Eric Vanden‐Eijnden
+ PDF Chat	Homogenization of periodic linear degenerate PDEs	2008	Martin Hairer Étienne Pardoux
+	On Sobolev solutions of poisson equations in ℝ d with a parameter	2011	A. Yu. Veretennikov
+ PDF Chat	On the Poisson equation and diffusion approximation 3	2005	Étienne Pardoux A. Yu. Veretennikov
+ PDF Chat	Random perturbations of dynamical systems	1997	Michael Blank
+ PDF Chat	A Liapounov bound for solutions of the Poisson equation	1996	Peter W. Glynn Sean Meyn
+	On Averaging Principles: An Asymptotic Expansion Approach	2004	R. Z. Khas’minskiĭ George Yin
+	Averaging in dynamical systems and large deviations	1992	Yuri Kifer
+ PDF Chat	Extended Poisson equation for weakly ergodic Markov processes	2013	A. Yu. Veretennikov Alexei Kulik
+	Dynamics of quasi-geostrophic fluid motion with rapidly oscillating Coriolis force	2002	Hui Gao Jinqiao Duan