Journal article 872 views
A Strong Limit Theorem for Two-Time-Scale Functional Stochastic Differential Equations
jianhai Bao,
Qingshuo Song,
George Yin,
Chenggui Yuan 
Swansea University Author:
Chenggui Yuan
Abstract
This paper focuses on a class of two-time-scale functional stochastic differential equations, where the phase space of the segment processes is infinite-dimensional. It develops ergodicity of the fast component and obtains a strong limit theorem for the averaging principle in the spirit of Khasminsk...
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| Online Access: |
https://arxiv.org/abs/1508.07288 |
| URI: | https://cronfa.swan.ac.uk/Record/cronfa23974 |
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| Abstract: |
This paper focuses on a class of two-time-scale functional stochastic differential equations, where the phase space of the segment processes is infinite-dimensional. It develops ergodicity of the fast component and obtains a strong limit theorem for the averaging principle in the spirit of Khasminskii's averaging approach for the slow component. |
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| College: |
Faculty of Science and Engineering |