Asymptotic theory of mixing stochastic ordinary differential equations

By George Papanicolaou, W. Kohler. 2010

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Smooth approximation of stochastic differential equations (2014, background): “] In applications, smooth processesWn that approximate Brownian motion arise naturally from differential equations as follows [18, 21, 36, 42, 43].”
Reconciling Non-Gaussian Climate Statistics with Linear Dynamics (2009, background): “…well as procedures for classifying specific system components as such, have been the subject of many theoretical and empirical studies (e.g., Khas’minskii 1966; Papanicolaou and Kohler 1974; Hasselmann 1976; Penland 1996; Winkler et al. 2001; Majda et al. 2003; Gardiner 2004; Franzke et al. 2005).”
Nonintrusive and Structure Preserving Multiscale Integration of Stiff ODEs, SDEs, and Hamiltonian Systems with Hidden Slow Dynamics via Flow Averaging (2009, result): “Here, we refer to the early work of Gikhman [49], Krylov [67, 68], Bogolyubov [13] and PapanicolaouKohler [87].”