SDEs driven by singularly perturbed random processes converge in rough path topology to a limiting equation after natural lifting and averaging.
Bellman.Introduction to Matrix Analysis
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.PR 1years
2025 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
On the Approximation of Differential Equations Driven by Some Random Processes as Rough Paths
SDEs driven by singularly perturbed random processes converge in rough path topology to a limiting equation after natural lifting and averaging.