Strong convergence rate for slow-fast stochastic differential equations with Markovian switching
Strong convergence rate for slow-fast stochastic differential equations with Markovian switching
In this paper, we study the averaging principle for a class of slow-fast stochastic differential equations with Markovian switching, where the slow component is the solution of a stochastic differential equation and the fast component is a Markov chain. Using the technique of Poisson equation and mollifying approximation, the optimal …