Averaging of stochastic systems of integral-differential equations with Poisson noise
From MaRDI portal
Publication:1814486
DOI10.1007/BF01060515zbMath0735.60060MaRDI QIDQ1814486
V. G. Kolomiets, A. I. Mel'nikov, T. M. Mukhitdinov
Publication date: 25 June 1992
Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)
Related Items (13)
The averaging method for stochastic differential delay equations under non-Lipschitz conditions ⋮ Periodic averaging method for impulsive stochastic dynamical systems driven by fractional Brownian motion under non-Lipschitz condition ⋮ Strong averaging along foliated Lévy diffusions with heavy tails on compact leaves ⋮ Hadamard Itô-Doob stochastic fractional order systems ⋮ Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion ⋮ An averaging principle for stochastic differential delay equations with fractional Brownian motion ⋮ Bogoliubov averaging principle of stochastic reaction-diffusion equation ⋮ An averaging principle for stochastic dynamical systems with Lévy noise ⋮ Stochastic averaging principles for multi-valued stochastic differential equations driven by poisson point Processes ⋮ On the averaging principle for stochastic delay differential equations with jumps ⋮ Approximation properties for solutions to Itô–Doob stochastic fractional differential equations with non-Lipschitz coefficients ⋮ Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise ⋮ Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion
Cites Work
This page was built for publication: Averaging of stochastic systems of integral-differential equations with Poisson noise
