Averaging principle for equation driven by a stochastic measure
Abstract
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.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.