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Quantitative stability estimates for multiscale stochastic dynamical systems

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  • Guo, Junyu
  • Guo, Xiaotian
  • Xie, Longjie

Abstract

In this paper, we consider the slow–fast stochastic systems with singular coefficients. Using Zvonkin’s transformation and the strong convergence in the averaging principle, we establish quantitative stability estimates both for the original systems and the corresponding averaged equations.

Suggested Citation

  • Guo, Junyu & Guo, Xiaotian & Xie, Longjie, 2021. "Quantitative stability estimates for multiscale stochastic dynamical systems," Statistics & Probability Letters, Elsevier, vol. 178(C).
    • Handle: RePEc:eee:stapro:v:178:y:2021:i:c:s0167715221001553
    DOI: 10.1016/j.spl.2021.109193
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    References listed on IDEAS

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    1. Veretennikov, A. Yu., 1997. "On polynomial mixing bounds for stochastic differential equations," Stochastic Processes and their Applications, Elsevier, vol. 70(1), pages 115-127, October.
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