Averaging Principle and Systems of Singularly Perturbed Stochastic DifferentialEquations

摘要

A modified version of the stochastic averaging principle has been developed toinvestigate dynamical systems consisting of fast and slow phenomena. This result is applicable for systems of singularly perturbed stochastic differential equations with coefficients that admit certain growth conditions. Furthermore, sufficient conditions are given to express the drift of the limit process in terms of an ergodic measure. Keywords: Reprints. (kr)