Averaging principle for McKean-Vlasov SDEs with Lévy noise and Hölder coefficients (Q6665580)

scientific article; zbMATH DE number 7969388

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English	Averaging principle for McKean-Vlasov SDEs with Lévy noise and Hölder coefficients	scientific article; zbMATH DE number 7969388

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instance of

scholarly article

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title

Averaging principle for McKean-Vlasov SDEs with Lévy noise and Hölder coefficients (English)

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Stochastics and Dynamics

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publication date

17 January 2025

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zbMATH Keywords

Hölder continuous

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MVSDEs

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averaging principle

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Lévy noise

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An averaging principle for stochastic dynamical systems with Lévy noise

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Averaging principle for stochastic Korteweg-de Vries equation

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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 principle for a type of Caputo fractional stochastic differential equations

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Approximation properties for solutions to Itô–Doob stochastic fractional differential equations with non-Lipschitz coefficients

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A novel result on averaging principle of stochastic Hilfer-type fractional system involving non-Lipschitz coefficients

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Average and deviation for slow-fast stochastic partial differential equations

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AN AVERAGING PRINCIPLE FOR TWO-SCALE STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

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

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A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS

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Path-distribution dependent SDEs with singular coefficients

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Stabilization of Stochastic McKean--Vlasov Equations with Feedback Control Based on Discrete-Time State Observation

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Linearization of nonlinear Fokker-Planck equations and applications

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Tamed Euler-Maruyama approximation of McKean-Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients

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Long time behavior of stochastic McKean-Vlasov equations

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Stochastic averaging principle for multi-valued McKean-Vlasov stochastic differential equations

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Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion

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One-dimensional stochastic differential equations with generalized and singular drift

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Approximations of McKean-Vlasov stochastic differential equations with irregular coefficients

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A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients

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Distribution dependent SDEs with singular coefficients

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On the Euler-Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients

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On the uniqueness of solutions of stochastic differential equations

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On a class of Lévy-driven McKean-Vlasov SDEs with Hölder coefficients

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Hamiltonian systems with Lévy noise: symplecticity, Hamilton's principle and averaging principle

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Strong solutions for stochastic differential equations with jumps

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Q4002114

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Stochastic Partial Differential Equations with Levy Noise

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Identifiers

DOI

10.1142/s0219493724500461

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Mathematics Subject Classification ID

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Mathematics(1 entry)

mardi Publication:6665580