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.
and Zhang X.: Sobolev differentiable flows of SDEs with local S obolev and super-linear growth coefficients
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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.