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Diffusion approximation for slow-fast SDEs with state-dependent switching
DOI:10.1007/s00028-026-01207-9.png)
摘要
En 中文
本文研究了具有状态依赖切换的慢快随机微分方程的扩散近似,其中慢速分量X-epsilon是带有附加均质化项的随机微分方程的解,而快速分量alpha(epsilon)是一个切换过程。首先,我们证明了{X-epsilon}(0
Keyword:
Diffusion approximation
Poisson equation
Stochastic differential equations with state-dependent switching
Weak convergence
期刊
J
IF:
1.2
论文数:
85
被引数:
0
机构
引用论文
On strong Feller property, exponential ergodicity and large deviations principle for stochastic damping Hamiltonian systems with state-dependent switching强Feller性质、指数 ergodicity 和大偏差原理在具有状态依赖切换的随机阻尼哈密顿系统中的应用
Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes由两时间尺度马尔可夫切换过程调制的分数布朗运动驱动的泛函随机偏微分方程的平均原理
Two-time-scale stochastic partial differential equations driven by $\alpha $-stable noises: Averaging principles
Bernoulli
IF0

