Strong and weak convergence for the averaging principle of DDSDE with singular drift
DOI10.3150/23-bej1646arXiv2207.12108OpenAlexW4391458298WikidataQ128832056 ScholiaQ128832056MaRDI QIDQ6201866
Mengyu Cheng, Zimo Hao, Michael Roeckner
Publication date: 26 March 2024
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2207.12108
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging method for ordinary differential equations (34C29) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Average and deviation for slow-fast stochastic partial differential equations
- Averaging dynamics driven by fractional Brownian motion
- From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE
- Averaging principle for fast-slow system driven by mixed fractional Brownian rough path
- Stochastic Volterra equations in Banach spaces and stochastic partial differential equation
- Averaging principle for a class of stochastic reaction-diffusion equations
- On a strong form of propagation of chaos for McKean-Vlasov equations
- Distribution dependent SDEs for Landau type equations
- Singular Brownian diffusion processes
- Strong solutions of stochastic equations with singular time dependent drift
- On large deviations in the averaging principle for SDEs with a ``full dependence
- Diffusion approximation for slow motion in fully coupled averaging
- Well-posedness of distribution dependent SDEs with singular drifts
- Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations
- McKean-Vlasov SDEs under measure dependent Lyapunov conditions
- Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
- \(L^q(L^p)\)-theory of stochastic differential equations
- On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift
- Euler scheme for density dependent stochastic differential equations
- Long-time behaviour and phase transitions for the McKean-Vlasov equation on the torus
- A Khasminskii type averaging principle for stochastic reaction-diffusion equations
- Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs
- A STOCHASTIC GRONWALL LEMMA
- Probabilistic Analysis of Mean-Field Games
- Random Perturbations of Dynamical Systems
- Probabilistic Representation for Solutions to Nonlinear Fokker--Planck Equations
- Estimates and regularity results for the DiPerna-Lions flow
- An averaging principle for stochastic evolution equations. II.
- Averaging Principle for Nonautonomous Slow-Fast Systems of Stochastic Reaction-Diffusion Equations: The Almost Periodic Case
- Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations
- A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
- Introduction to Non-Linear Mechanics. (AM-11)
- Averaging methods in nonlinear dynamical systems
- A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
- Uniqueness for nonlinear Fokker-Planck equations and for McKean-Vlasov SDEs: the degenerate case
- The Second Bogolyubov Theorem and Global Averaging Principle for SPDEs with Monotone Coefficients
- Hierarchies, entropy, and quantitative propagation of chaos for mean field diffusions
- Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients
This page was built for publication: Strong and weak convergence for the averaging principle of DDSDE with singular drift
