most citedAveraging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients

5 citations · 5 across the 1 of their papers we have counts for

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1 paper

math.PR2018★ 5 cited

Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients

Wei Liu, Michael Röckner, Xiaobin Sun +1

This paper is devoted to studying the averaging principle for stochastic differential equations with slow and fast time-scales, where the drift coefficients satisfy local Lipschitz…