Proves averaging principle for SDEs with Hölder coefficients, yielding sharp strong rate (α∧1)/2 and weak rate (α/2)∧1 independent of fast-variable regularity.
Z.: A limit theorem for the solutions of differential e quations with random right- hand sides
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Strong and weak convergence in the averaging principle for SDEs with H\"older coefficients
Proves averaging principle for SDEs with Hölder coefficients, yielding sharp strong rate (α∧1)/2 and weak rate (α/2)∧1 independent of fast-variable regularity.