AVERAGING PRINCIPLE ON INFINITE INTERVALS FOR STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS

Cheban, D; Liu, ZX

Liu, ZX (corresponding author), Dalian Univ Technol, Sch Math Sci, Dalian 116024, Peoples R China.

ELECTRONIC RESEARCH ARCHIVE, 2021; 29 (4): 2791

Abstract

In contrast to existing works on stochastic averaging on finite intervals, we establish an averaging principle on the whole real axis, i.e. the so-cal......

Full Text Link