Translator Disclaimer
2013 Double averaging principle for periodically forced stochastic slow-fast systems
Gilles Wainrib
Author Affiliations +
Electron. Commun. Probab. 18: 1-12 (2013). DOI: 10.1214/ECP.v18-1975

Abstract

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.

Citation

Download Citation

Gilles Wainrib. "Double averaging principle for periodically forced stochastic slow-fast systems." Electron. Commun. Probab. 18 1 - 12, 2013. https://doi.org/10.1214/ECP.v18-1975

Information

Accepted: 26 June 2013; Published: 2013
First available in Project Euclid: 7 June 2016

zbMATH: 1297.70015
MathSciNet: MR3078014
Digital Object Identifier: 10.1214/ECP.v18-1975

Subjects:
Primary: 70K70
Secondary: 65C30

JOURNAL ARTICLE
12 PAGES


SHARE
Back to Top