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Jiang, Tao; Liu, Yancai

Averaging principle for two-time-scale stochastic differential equations with correlated noise. (English) Zbl 1503.34108

Open Math. 20, 1656-1664 (2022).

MSC:

34F05 Ordinary differential equations and systems with randomness
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
34C29 Averaging method for ordinary differential equations

Keywords:

averaging principle; stochastic differential equation; correlated noise; multiscale expansion
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References:

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