Quantitative stability estimates for multiscale stochastic dynamical systems
Junyu Guo,
Xiaotian Guo and
Longjie Xie
Statistics & Probability Letters, 2021, vol. 178, issue C
Abstract:
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.
Keywords: Slow–fast systems; Averaging principle; Zvonkin’s transformation; Stability estimates (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:178:y:2021:i:c:s0167715221001553
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DOI: 10.1016/j.spl.2021.109193
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