Double averaging principle for periodically forced stochastic slow-fast systems

Gilles Wainrib (Université Paris 13)


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.

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Pages: 1-12

Publication Date: June 26, 2013

DOI: 10.1214/ECP.v18-1975


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