Averaging principles for two-time-scale neutral stochastic delay partial differential equations driven by fractional Brownian motions

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
Strong averaging principle for slow-fast SPDEs with Poisson random measures
Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion
Lyapunov exponents of PDEs driven by fractional noise with Markovian switching
On probability laws of solutions to differential systems driven by a fractional Brownian motion
Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles
Neutral stochastic delay partial functional integro-differential equations driven by a fractional Brownian motion
Strong and weak orders in averaging for SPDEs
Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space
Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles
The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion
An averaging principle for stochastic dynamical systems with Lévy noise
Averaging principle for fast-slow system driven by mixed fractional Brownian rough path
Averaging principle for a class of stochastic reaction-diffusion equations
Random evolutions: A survey of results and problems
Introduction to functional differential equations
Autoregressive conditional heteroskedasticity and changes in regime
Evolution equations driven by a fractional Brownian motion
Stochastic evolution equations with fractional Brownian motion
Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion
Averaging of stochastic systems of integral-differential equations with Poisson noise
Moment exponential stability of random delay systems with two-time-scale Markovian switching
Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations
Existence and exponential stability for neutral stochastic integrodifferential equations with impulses driven by a fractional Brownian motion
Stochastic calculus for fractional Brownian motion and related processes.
Numerical analysis for neutral SPDEs driven by α-stable processes
Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion
The Malliavin Calculus and Related Topics
On a neutral delay logistic equation
Stability of neutral-type functional differential equations
Fractional Brownian motion: theory and applications
Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise
Stochastic Calculus for Fractional Brownian Motion and Applications
Stochastic Differential Equations with Markovian Switching
Nonlinear oscillations in a distributed network
RANDOM EVOLUTIONS, MARKOV CHAINS, AND SYSTEMS OF PARTIAL DIFFERENTIAL EQUATIONS
Stochastic calculus with respect to Gaussian processes