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Quantitative stability estimates for multiscale stochastic dynamical systems

Guo, JY; Guo, XT; Xie, LJ

Guo, XT (corresponding author), Jiangsu Normal Univ, Sch Math & Stat, Xuzhou 221000, Jiangsu, Peoples R China.

STATISTICS & PROBABILITY LETTERS, 2021; 178 ():

Abstract

In this paper, we consider the slow-fast stochastic systems with singular coefficients. Using Zvonkin's transformation and the strong convergence in t......

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