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A Strong Limit Theorem for Two-Time-Scale Functional Stochastic Differential Equations

jianhai Bao, Qingshuo Song, George Yin, Chenggui Yuan Orcid Logo

Swansea University Author: Chenggui Yuan Orcid Logo

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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first_indexed 2015-10-27T01:55:21Z
last_indexed 2020-10-28T03:33:49Z
id cronfa23974
recordtype SURis
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spelling v2 23974 2015-10-26 A Strong Limit Theorem for Two-Time-Scale Functional Stochastic Differential Equations 22b571d1cba717a58e526805bd9abea0 0000-0003-0486-5450 Chenggui Yuan Chenggui Yuan true false 2015-10-26 SMA 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. Journal Article 0 0 0 0001-01-01 https://arxiv.org/abs/1508.07288 COLLEGE NANME Mathematics COLLEGE CODE SMA Swansea University 2023-05-22T14:01:43.3072575 2015-10-26T10:26:48.1705630 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics jianhai Bao 1 Qingshuo Song 2 George Yin 3 Chenggui Yuan 0000-0003-0486-5450 4
title A Strong Limit Theorem for Two-Time-Scale Functional Stochastic Differential Equations
spellingShingle A Strong Limit Theorem for Two-Time-Scale Functional Stochastic Differential Equations
Chenggui Yuan
title_short A Strong Limit Theorem for Two-Time-Scale Functional Stochastic Differential Equations
title_full A Strong Limit Theorem for Two-Time-Scale Functional Stochastic Differential Equations
title_fullStr A Strong Limit Theorem for Two-Time-Scale Functional Stochastic Differential Equations
title_full_unstemmed A Strong Limit Theorem for Two-Time-Scale Functional Stochastic Differential Equations
title_sort A Strong Limit Theorem for Two-Time-Scale Functional Stochastic Differential Equations
author_id_str_mv 22b571d1cba717a58e526805bd9abea0
author_id_fullname_str_mv 22b571d1cba717a58e526805bd9abea0_***_Chenggui Yuan
author Chenggui Yuan
author2 jianhai Bao
Qingshuo Song
George Yin
Chenggui Yuan
format Journal article
institution Swansea University
college_str Faculty of Science and Engineering
hierarchytype
hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
url https://arxiv.org/abs/1508.07288
document_store_str 0
active_str 0
description 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.
published_date 0001-01-01T14:01:41Z
_version_ 1766599427913416704
score 11.016235

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