题目：Stochastic Averaging

摘要：

I will present the Khasminskii method of stochastic averaging [1] for the case when the unperturbed system is non-random (and finite-dimensional). The presentation is simplified compare to [1] due to new technical solutions, found to work with stochastic averaging for PDEs (see [2] for some of them in the case of DETERMINISTIC perturbations). At the end of the course I will discuss what changes if the unperturbed system is stochastic.

参考文献：

[1] Khasminski R., On the avaraging principle for Ito stochastic differential equations (in Russ.), Kybernetika 4 (1968), 260-279.

[2] Jian W., Kuksin S.B., Wu Y., Krylov--Bogolyubov averaging, Russian Mathematical Surveys, 75:3 (2020)

前三次 会议链接：

第一次：

会议时间：2020/10/27 16:00-18:00

会议 ID：901 551 055

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https://meeting.tencent.com/s/wSXRugE00N46

第一次.pdf（点击下载）

第二次：

会议时间：2020/11/3 16:00-18:00

会议 ID：428 166 806

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https://meeting.tencent.com/s/F7t7a1swi47D

第二次.pdf（点击下载）

第三次：

会议时间：2020/11/10 16:00-18:00

会议 ID：387 246 118

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https://meeting.tencent.com/s/E4SO8sOeLeUB