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Averaging principle for equation driven by a stochastic measure

Published 12 Dec 2018 in math.PR | (1812.05076v2)

Abstract: Equation with the symmetric integral with respect to stochastic measure is considered. For the integrator, we assume only $\sigma$-additivity in probability and continuity of the paths. It is proved that the averaging principle holds for this case, the rate of convergence to the solution of the averaged equation is estimated.

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