SearcharxivSearch

arXiv subjects

Mikhail Kamenski

Publications and source records attributed to Mikhail Kamenski.

1 recordsLinked to original sources

Weak Averaging of Semilinear Stochastic Differential Equations with Almost Periodic Coefficients

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 Vrko{\v c}.This version corrects two minor errors from our paper published in J. Math. Anal. Appl. 427(1):336--364, 2015.

math.PR