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Title: Fast-Slow-Coupled stochastic functional differential equations
This paper focuses on two-time-scale coupled stochastic functional differential equations (SFDEs). The system under consideration has a slow component and a fast component. Both components depend on the segment process (an infinite dimension process) of the slow component. To overcome the difficulty due to the past dependence and the coupling of the segment process, such properties as the H\"{o}lder continuity and tightness on a space of continuous functions are investigated first for the segment process. In addition, it is also shown that the solution of a fixed-x equation depends continuously on the parameters. Then using the martingale problem formulation, an average principle is established by a direct averaging.  more » « less
Award ID(s):
2114649
PAR ID:
10331961
Author(s) / Creator(s):
Date Published:
Journal Name:
Journal of differential equations
Volume:
323
ISSN:
0022-0396
Page Range / eLocation ID:
1-37
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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