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Double averaging principle for periodically forced stochastic slow-fast systems

   
@article{ECP1975,
	author = {Gilles Wainrib},
	title = {Double averaging principle for periodically forced stochastic slow-fast systems},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {18},
	year = {2013},
	keywords = {averaging principle; slow-fast; stochastic differential equation; periodic averaging; inhomogeneous Markov process},
	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.},
	pages = {no. 51, 1-12},
	issn = {1083-589X},
	doi = {10.1214/ECP.v18-1975},    
        url = {http://ecp.ejpecp.org/article/view/1975}}