Found 38 Documents (Results 1–38)
Rate of convergence for the Smoluchowski-Kramers approximation for distribution-dependent SDEs driven by fractional Brownian motions. (English) Zbl 1537.60070
Averaging principles for mixed fast-slow systems driven by fractional Brownian motion. (English) Zbl 07784747
Stochastic averaging for a completely integrable Hamiltonian system with fractional Brownian motion. (English) Zbl 1535.60068
Corrigendum to: “Averaging principle for fast-slow system driven by mixed fractional Brownian rough path”. (English) Zbl 1523.60066
Almost Sure Averaging for Fast-slow Stochastic Differential Equations via Controlled Rough Path. arXiv:2307.13191
Preprint, arXiv:2307.13191 [math.PR] (2023).
Almost Sure Averaging for Evolution Equations driven by fractional Brownian motions. arXiv:2306.02030
Preprint, arXiv:2306.02030 [math.PR] (2023).
Averaging principle for McKean-Vlasov SDEs driven by multiplicative fractional noise with highly oscillatory drift coefficient. arXiv:2306.02028
Preprint, arXiv:2306.02028 [math.PR] (2023).
Stochastic averaging for a type of fractional differential equations with multiplicative fractional Brownian motion. (English) Zbl 07880329
Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: averaging principle. (English) Zbl 1490.60163
Precise Laplace approximation for mixed rough differential equation. arXiv:2206.05933
Preprint, arXiv:2206.05933 [math.PR] (2022).
An averaging principle for stochastic evolution equations with jumps and random time delays. (English) Zbl 1492.60186
Reviewer: Martin Ondreját (Praha)
Averaging principle for fast-slow system driven by mixed fractional Brownian rough path. (English) Zbl 1484.60048
J. Differ. Equations 301, 202-235 (2021); corrigendum ibid. 355, 437-440 (2023).
Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion. (English) Zbl 1428.60056
Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion. (English) Zbl 1433.60040
Pathwise unique solutions and stochastic averaging for mixed stochastic partial differential equations driven by fractional Brownian motion and Brownian motion. arXiv:2004.05305
Preprint, arXiv:2004.05305 [math.PR] (2020).
Stochastic averaging for non-Lipschitz multi-valued stochastic differential equations driven by G-Brownian motion. arXiv:2008.07036
Preprint, arXiv:2008.07036 [math.PR] (2020).
An averaging principle for multi-valued stochastic differential equations driven by \(G\)-Brownian motion. (English) Zbl 1498.60244
Chen, Xiaopeng (ed.) et al., Stochastic PDEs and modelling of multiscale complex system. Hackensack, NJ: World Scientific. Interdiscip. Math. Sci. 20, 63-79 (2019).
Random attractors for stochastic differential equations driven by two-sided Lévy processes. (English) Zbl 1428.37050
Averaging principles for non-autonomous two-time-scale stochastic reaction-diffusion equations with polynomial growth. arXiv:1904.10621
Preprint, arXiv:1904.10621 [math.DS] (2019).
Stochastic averaging principles for multi-valued stochastic differential equations driven by Poisson point processes. (English) Zbl 1401.60090
Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes. (English) Zbl 1394.60036
Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes. (English) Zbl 1380.60060
Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations. (English) Zbl 1370.60108
Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching. (English) Zbl 1362.60062
Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion. (English) Zbl 1365.34102
Reviewer: Aleksandr D. Borisenko (Kyïv)
Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles. (English) Zbl 1387.60102
On the non-Lipschitz stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1419.60058
Mild solutions of local non-Lipschitz stochastic evolution equations with jumps. (English) Zbl 1356.60106
MSC:
60H15
Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise. (English) Zbl 1410.60060
Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion. (English) Zbl 1335.34090
Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise. (English) Zbl 1345.60051
Reviewer: Leslaw Socha (Warsaw)
WITHDRAWN: L^p(p>2)-strong convergence in stochastic averaging principle for two time-scales stochastic evolution equations driven by Lévy process. arXiv:1511.03438
Preprint, arXiv:1511.03438 [math.DS] (2015); retraction notice ibid.
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