On the averaging principle for systems of stochastic differential equations
Sbornik. Mathematics, Tome 69 (1991) no. 1, pp. 271-284
A. Yu. Veretennikov. On the averaging principle for systems of stochastic differential equations. Sbornik. Mathematics, Tome 69 (1991) no. 1, pp. 271-284. http://geodesic.mathdoc.fr/item/SM_1991_69_1_a15/
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Voir la notice de l'article provenant de la source Math-Net.Ru

New theorems are established about averaging of systems of Itö stochastic equations with coefficients measurable with respect to the “slow” variables, and about the limit behavior of a solution of the corresponding Cauchy problem for a singularly perturbed parabolic equation of second order.

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