In this work we use the stochastic flow decomposition technique to get components that represent the dynamics of the slow and fast motion of a stochastic differential equation with a random perturbation. Assuming a Lipschitz condition for vector fields and an average principle we get an approximation for the slow motion. To obtain the estimate for the rate of convergence we use a distance function which is defined in terms of the height functions associated to an isometric embedding of the manifold into the Euclidean space. This metric is topologically equivalent to the Riemannian distance given by the infimum of the lengths of all admissible curves between two points and works well with stochastic calculation tools. Finally, we get an esti...
International audienceThis article is devoted to the analysis of semilinear, parabolic, Stochastic P...
International audienceThis article is devoted to the analysis of semilinear, parabolic, Stochastic P...
Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)This article studies the dynamics of th...
We prove a stochastic averaging theorem for stochastic differential equations in which the slow and ...
Consider a fast-slow system of ordinary di↵erential equations of the form x ̇ = a ( x , y ) + ✏ \0 1...
Liu W, Röckner M, Sun X, Xie Y. Averaging principle for slow-fast stochastic differential equations ...
We consider slow-fast systems of differential equations, in which both the slow and fast variables a...
We consider slow-fast systems of differential equations, in which both the slow and fast variables a...
AbstractWe consider slow–fast systems of differential equations, in which both the slow and fast var...
We consider stochastic dynamical systems with multiple time scales. An intermediate reduced model is...
We consider slow–fast systems of differential equations, in which both the slow and fast variables a...
Averaging is an important method to extract effective macroscopic dynamics from complex systems with...
AbstractIn this paper we introduce a new form of approximation to diffusions represented as solution...
In Ergodic Theory it is natural to consider the pointwise convergence of finite time averages of fun...
We consider in this work a system of two stochastic differential equations named the perturbed compo...
International audienceThis article is devoted to the analysis of semilinear, parabolic, Stochastic P...
International audienceThis article is devoted to the analysis of semilinear, parabolic, Stochastic P...
Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)This article studies the dynamics of th...
We prove a stochastic averaging theorem for stochastic differential equations in which the slow and ...
Consider a fast-slow system of ordinary di↵erential equations of the form x ̇ = a ( x , y ) + ✏ \0 1...
Liu W, Röckner M, Sun X, Xie Y. Averaging principle for slow-fast stochastic differential equations ...
We consider slow-fast systems of differential equations, in which both the slow and fast variables a...
We consider slow-fast systems of differential equations, in which both the slow and fast variables a...
AbstractWe consider slow–fast systems of differential equations, in which both the slow and fast var...
We consider stochastic dynamical systems with multiple time scales. An intermediate reduced model is...
We consider slow–fast systems of differential equations, in which both the slow and fast variables a...
Averaging is an important method to extract effective macroscopic dynamics from complex systems with...
AbstractIn this paper we introduce a new form of approximation to diffusions represented as solution...
In Ergodic Theory it is natural to consider the pointwise convergence of finite time averages of fun...
We consider in this work a system of two stochastic differential equations named the perturbed compo...
International audienceThis article is devoted to the analysis of semilinear, parabolic, Stochastic P...
International audienceThis article is devoted to the analysis of semilinear, parabolic, Stochastic P...
Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)This article studies the dynamics of th...