Pakdaman, Khashayar; Thieullen, Michèle; Wainrib, Gilles - In: Stochastic Processes and their Applications 122 (2012) 6, pp. 2292-2318
We consider a general class of piecewise-deterministic Markov processes with multiple time-scales. In line with recent results on the stochastic averaging principle for these processes, we obtain a description of their law through an asymptotic expansion. We further study the fluctuations around...