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Quantitative stability estimates for multiscale stochastic dynamical systems
Statistics & Probability Letters ( IF 0.9 ) Pub Date : 2021-07-15 , DOI: 10.1016/j.spl.2021.109193
Junyu Guo 1 , Xiaotian Guo 1 , Longjie Xie 1
Affiliation  

In this paper, we consider the slow-fast stochastic systems with singular coefficients. Using Zvonkin’s transformation and the strong convergence in the averaging principle, we establish quantitative stability estimates both for the original systems and the corresponding averaged equations.



中文翻译:

多尺度随机动力系统的定量稳定性估计

在本文中,我们考虑具有奇异系数的慢-快随机系统。利用 Zvonkin 变换和平均原理中的强收敛性,我们为原始系统和相应的平均方程建立了定量稳定性估计。

更新日期:2021-07-15
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