Strong Averaging Principle and Long-Time Dynamics for Fast-Slow SDEs with Increasing Time-Scale Separation and Degenerate Noise
We establish a strong averaging principle for fast-slow stochastic differential equations with a time-dependent scale-separation parameter $(\varepsilon_t)_{t \geq 0}$ satisfying $\varepsilon_t \to 0$ as $t \to \infty$. In contrast to approaches based on noise-induced smoothing or elliptic regularity, our approach reli...