Stochastic averaging for a type of fractional differential equations with multiplicative fractional Brownian motion (Q6571529)

scientific article; zbMATH DE number 7880329

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English	Stochastic averaging for a type of fractional differential equations with multiplicative fractional Brownian motion	scientific article; zbMATH DE number 7880329

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title

Stochastic averaging for a type of fractional differential equations with multiplicative fractional Brownian motion (English)

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12 July 2024

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ON THE AVERAGING PRINCIPLE FOR SYSTEMS OF STOCHASTIC DIFFERENTIAL EQUATIONS

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On Averaging Principles: An Asymptotic Expansion Approach

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Limit behavior of two-time-scale diffusions revisited

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Random Perturbations of Dynamical Systems

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

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Averaging principle for a type of Caputo fractional stochastic differential equations

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Averaging principle and normal deviations for multiscale stochastic systems

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Diffusion approximation for fully coupled stochastic differential equations

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Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations

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A Khasminskii type averaging principle for stochastic reaction-diffusion equations

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Averaging Principle for Systems of Reaction-Diffusion Equations with Polynomial Nonlinearities Perturbed by Multiplicative Noise

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Averaging Principle for Nonautonomous Slow-Fast Systems of Stochastic Reaction-Diffusion Equations: The Almost Periodic Case

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Average and deviation for slow-fast stochastic partial differential equations

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Bogoliubov averaging principle of stochastic reaction-diffusion equation

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Averaging Principle for Complex Ginzburg--Landau Equation Perturbated by Mixing Random Forces

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Strong convergence of projective integration schemes for singularly perturbed stochastic differential systems

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An averaging principle for stochastic dynamical systems with Lévy noise

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

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Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles

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An averaging principle for fractional stochastic differential equations with Lévy noise

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Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process

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Strong convergence of averaging principle for the non‐autonomous slow‐fast systems of SPDEs with polynomial growth

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

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Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes

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Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes

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Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion

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An averaging principle for slow-fast fractional stochastic parabolic equations on unbounded domains

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Averaging dynamics driven by fractional Brownian motion

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Stochastic averaging for the non-autonomous mixed stochastic differential equations with locally Lipschitz coefficients

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

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Averaging principle for fast-slow system driven by mixed fractional Brownian rough path

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Mixed stochastic differential equations: averaging principle result

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Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: averaging principle

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A TIME FRACTIONAL FUNCTIONAL DIFFERENTIAL EQUATION DRIVEN BY THE FRACTIONAL BROWNIAN MOTION

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Differential equations driven by fractional Brownian motion

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Identifiers

DOI

10.1063/5.0131433

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Mathematics Subject Classification ID

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Mathematics(1 entry)

mardi Publication:6571529