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Almost sure diffusion approximation in averaging via rough paths theory
Peter K. Friz
,
Yuri Kifer
Einstein Institute of Mathematics
Research output
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Article
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peer-review
2
Scopus citations
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Keyphrases
Almost Sure
100%
Almost Sure Invariance Principle
33%
Any Order
33%
Continuous-time
66%
Diffusion Approximation
100%
Diffusion Process
33%
Discrete-time
33%
Fast-slow
33%
Law of the Iterated Logarithm
33%
Matrix Functions
33%
Rough Path Theory
100%
Slow Motion
33%
Small Parameter
33%
Stochastic Processes
33%
Strong Invariance Principle
66%
Vector Function
33%
Weakly Dependent Random Variables
33%
Mathematics
Continuous Time
66%
Dependent Random Variable
33%
Diffusion Approximation
100%
Diffusion Process
33%
Discrete Time
33%
Integral
66%
Invariance Principle
100%
Iterated Logarithm
33%
Matrix (Mathematics)
33%
Natural Generalization
33%
Rough Paths
100%
Stochastic Process
33%
Time Case
33%
Vector Function
33%