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Creators/Authors contains: "Fuke Wu and George Yin"

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  1. (, Journal of 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. 
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