Weak Averaging of Semilinear Stochastic Differential Equations with Almost Periodic Coefficients - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2013

Weak Averaging of Semilinear Stochastic Differential Equations with Almost Periodic Coefficients

Résumé

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. This version corrects two minor errors from our paper published in J. Math. Anal. Appl. 427(1):336–364, 2015.
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Dates et versions

hal-00746193 , version 1 (27-10-2012)
hal-00746193 , version 2 (20-05-2013)
hal-00746193 , version 3 (31-01-2014)
hal-00746193 , version 4 (07-02-2015)
hal-00746193 , version 5 (02-01-2017)

Identifiants

Citer

Mikhail Kamenski, Omar Mellah, Paul Raynaud de Fitte. Weak Averaging of Semilinear Stochastic Differential Equations with Almost Periodic Coefficients. 2013. ⟨hal-00746193v5⟩
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