Weak Averaging of Semilinear Stochastic Differential Equations with Almost Periodic Coefficients
Probability
2017-01-03 v5 Functional Analysis
Abstract
An averaging result is proved for stochastic evolution equations with highly oscillating coefficients. This result applies in particular to equations with almost periodic coefficients. The convergence to the solution of the averaged equation is obtained in distribution, as in previous works by Khasminskii and Vrko{\v c}.This version corrects two minor errors from our paper published in J. Math. Anal. Appl. 427(1):336--364, 2015.
Keywords
Cite
@article{arxiv.1210.7412,
title = {Weak Averaging of Semilinear Stochastic Differential Equations with Almost Periodic Coefficients},
author = {Mikhail Kamenski and Omar Mellah and Paul Raynaud de Fitte},
journal= {arXiv preprint arXiv:1210.7412},
year = {2017}
}