Averaging Principle and Normal Deviations for Multiscale Stochastic Systems
Michael Röckner, Longjie Xie
Topics & Concepts
Homogenization (climate)MathematicsLarge deviations theoryCentral limit theoremStatistical physicsRate functionMathematical analysisDynamical systems theoryLimit (mathematics)Applied mathematicsPhysicsStatisticsQuantum mechanicsBiodiversityEcologyBiologyAdvanced Mathematical Modeling in EngineeringStochastic processes and financial applicationsStochastic processes and statistical mechanics