Limit behavior of two-time-scale diffusions revisited
By Rafail Z. Khasminskii, George Yin. 2005
94 citations recorded by the source corpus.
Subfields: Applied Mathematics, Computational Theory and Mathematics, Numerical Analysis
View Paper: https://www.semanticscholar.org/paper/7a97c2a11c046d8f2c2fc067d6a01a07c8274993
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In Applied Mathematics
In Computational Theory and Mathematics
In Numerical Analysis
Citations in the corpus
- Strong convergence rate in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales (2015, background): “These convergence rates can be compared with order 1 2 obtained for the finite dimensional stochastic dynamic systems [20, 14].”
- Orders of convergence in the averaging principle for SPDEs: The case of a stochastically forced slow component (2018, background): “The technique of [24] is perfectly suited to prove strong convergence results, whereas to study weak convergence, approaches based on asymptotic expansions of solutions of Kolmogorov equations are very efficient, see [25, 26].”
- Strong and weak orders in averaging for SPDEs (2012, methodology): “Convergence in law or in probability of X ε to X in the space C([0, T ], H) can be shown by different techniques: by using a Khasminskii technique based on a subdivision of the interval [0, T ](see [19,15]); a Poisson equation (see [18]); the method of perturbed test functions and of a martingale pr”