Averaging principle for equation driven by a stochastic measure
Fuente:
arXiv
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| Format: | Preprint |
| Veröffentlicht: |
2018
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| _version_ | 1866929427992018944 |
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| author | Radchenko, Vadym |
| author_facet | Radchenko, Vadym |
| contents | Equation with the symmetric integral with respect to stochastic measure is considered. For the integrator, we assume only $σ$-additivity in probability and continuity of the paths. It is proved that the averaging principle holds for this case, the rate of convergence to the solution of the averaged equation is estimated. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_1812_05076 |
| institution | arXiv |
| publishDate | 2018 |
| record_format | arxiv |
| spellingShingle | Averaging principle for equation driven by a stochastic measure Radchenko, Vadym Probability 60H05, 60H10, 60G57 Equation with the symmetric integral with respect to stochastic measure is considered. For the integrator, we assume only $σ$-additivity in probability and continuity of the paths. It is proved that the averaging principle holds for this case, the rate of convergence to the solution of the averaged equation is estimated. |
| title | Averaging principle for equation driven by a stochastic measure |
| topic | Probability 60H05, 60H10, 60G57 |
| url | https://arxiv.org/abs/1812.05076 |