Averaging principles for mixed fast-slow systems driven by fractional Brownian motion (Q6185314)

scientific article; zbMATH DE number 7784747

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English	Averaging principles for mixed fast-slow systems driven by fractional Brownian motion	scientific article; zbMATH DE number 7784747

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instance of

scholarly article

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title

Averaging principles for mixed fast-slow systems driven by fractional Brownian motion (English)

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Kyoto Journal of Mathematics

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publication date

8 January 2024

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full work available at URL

https://arxiv.org/abs/2001.06945

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https://projecteuclid.org/journals/kyoto-journal-of-mathematics/volume-63/issue-4/Averaging-principles-for-mixed-fast-slow-systems-driven-by-fractional/10.1215/21562261-2023-0001.full

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zbMATH Keywords

averaging principles

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fast-slow systems

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fractional Brownian motion

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generalized Riemann-Stieltjes integral

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standard Brownian motion

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MaRDI profile type

MaRDI publication profile

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cites work

Stochastic Calculus for Fractional Brownian Motion and Applications

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Fractional Brownian motion: theory and applications

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Q2930843

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Q5400824

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Random Perturbations of Dynamical Systems

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Strong convergence in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales

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Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems

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Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion

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Averaging dynamics driven by fractional Brownian motion

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Rough path theory and stochastic calculus

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Q5639096

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On Transition Densities of Singularly Perturbed Diffusions with Fast and Slow Components

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Limit behavior of two-time-scale diffusions revisited

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The existence and uniqueness of the solution of an integral equation driven by a $p$-semimartin\-gale of special type.

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Strong convergence of principle of averaging for multiscale stochastic dynamical systems

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Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients

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Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young

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Fractional Brownian Motions, Fractional Noises and Applications

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Stochastic calculus for fractional Brownian motion and related processes.

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Stochastic differential equations driven by a Wiener process and fractional Brownian motion: convergence in Besov space with respect to a parameter

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The Malliavin Calculus and Related Topics

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Differential equations driven by fractional Brownian motion

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Stochastic differential equations. An introduction with applications.

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Convergence of $p$-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion

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Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion

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Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles

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Mixed fractional stochastic differential equations with jumps

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Stochastic Averaging of Dynamical Systems with Multiple Time Scales Forced with $\alpha$-Stable Noise

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$L^p(p > 2)$-strong convergence of an averaging principle for two-time-scales jump-diffusion stochastic differential equations

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An averaging principle for stochastic dynamical systems with Lévy noise

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Stochastic averaging principle for dynamical systems with fractional Brownian motion

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Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion

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Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise

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Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion

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An averaging principle for two-time-scale stochastic functional differential equations

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Integration with respect to fractal functions and stochastic calculus. I

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Identifiers

arXiv ID

2001.06945

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DOI

10.1215/21562261-2023-0001

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6185314