Weak averaging of semilinear stochastic differential equations with almost periodic coefficients
Weak averaging of semilinear stochastic differential equations with almost periodic coefficients
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DOI：
10.1016/j.jmaa.2015.02.036
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发表时间：
2012-10
影响因子：
1.3
通讯作者：
M. Kamenski;Omar Mellah;P. R. D. Fitte
中科院分区：
文献类型：
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作者：
M. Kamenski;Omar Mellah;P. R. D. Fitte
证明了具有高振荡系数的随机发展方程的平均结果。这一结果特别适用于具有概周期系数的方程。与Khasminskii和Vrkoč以前的工作一样，平均方程的解在分布上是收敛的。
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 Vrkoč.