| Título: | Double averaging principle for periodically forced stochastic slow-fast systems |
| Autores: | Wainrib, Gilles; Université Paris 13 |
| Fecha: | 2013-01-03 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: | Peer-reviewed Article |
| Tema: |
averaging principle; slow-fast; stochastic differential equation; periodic averaging; inhomogeneous Markov process 70K70; 65C30 |
| Descripción: | 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. |
| Idioma: | Inglés |
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