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Journal of Mathematical Analysis and Applications
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Journal of Mathematical Analysis and Applications
Article . 1994
License: Elsevier Non-Commercial
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Journal of Mathematical Analysis and Applications
Article . 1994 . Peer-reviewed
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https://dx.doi.org/10.7939/r3q...
Other literature type . 1994
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Strong Convergence in the Stochastic Averaging Principle

Strong convergence in the stochastic averaging principle
Authors: Heunis, A. J.; Kouritzin, Michael;

Strong Convergence in the Stochastic Averaging Principle

Abstract

In this note we consider the almost sure convergence (as ϵ→0) of solution Xϵ(·), defined over the interval 0 ≤ τ ≤ 1, of the random ordinary differential equation View the MathML source Here {F(x, t, ω), t ≥ 0} is a strong mixing process for each x and (x, t) → F(x, t, ω) is subject to regularity conditions which ensure the existence of a unique solution over 0 ≤ τ ≤ 1 for all ϵ > 0. Under rather weak conditions it is shown that the function Xϵ(·, ω) converges a.s. to the solution x0(·) of a non-random averaged differential equation View the MathML source the convergence being uniform over 0 ≤ τ ≤ 1.

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Keywords

Strong limit theorems, Ordinary differential equations and systems with randomness, stochastic averaging principle, Applied Mathematics, Applied mathematics, Stochastic ordinary differential equations (aspects of stochastic analysis), strong convergence, FOS: Mathematics, Stochastic averaging principle, random ordinary differential equation, Analysis, Mathematics

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
4
Average
Average
Average
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