{
  "id": "1809.01424",
  "version": "v1",
  "published": "2018-09-05T10:33:55.000Z",
  "updated": "2018-09-05T10:33:55.000Z",
  "title": "Averaging principle for a class of stochastic differential equations",
  "authors": [
    "Wei Liu",
    "Xiaobin Sun",
    "Yingchao Xie"
  ],
  "comment": "18 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper we mainly investigate the averaging principle for a class of stochastic differential equations with slow and fast time-scales, where the drift coefficient in slow equation only satisfies the local Lipschitz condition. We prove that the slow component strongly converges to the solution of corresponding averaged equation, and the result is applicable to some slow-fast SDE models with polynomial coefficients.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2018-09-05T10:33:55.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "stochastic differential equations",
      "averaging principle",
      "local lipschitz condition",
      "slow component strongly converges",
      "slow-fast sde models"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 18,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}