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Double averaging principle for periodically forced stochastic slow-fast systems


 
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1. Title Title of document Double averaging principle for periodically forced stochastic slow-fast systems
 
2. Creator Author's name, affiliation, country Gilles Wainrib; Université Paris 13; France
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) averaging principle; slow-fast; stochastic differential equation; periodic averaging; inhomogeneous Markov process
 
3. Subject Subject classification 70K70; 65C30
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2013-06-26
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1975
 
10. Identifier Digital Object Identifier 10.1214/ECP.v18-1975
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 18
 
12. Language English=en en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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