Averaging dynamics driven by fractional Brownian motion
From MaRDI portal
Publication:782404
DOI10.1214/19-AOP1408zbMath1453.60087arXiv1902.11251OpenAlexW3043973378MaRDI QIDQ782404
Publication date: 27 July 2020
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.11251
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)
Related Items (max. 100)
Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion ⋮ The averaging principle for stochastic differential equations driven by a Wiener process revisited ⋮ Averaging principle for fast-slow system driven by mixed fractional Brownian rough path ⋮ Amplitude equations for SPDEs driven by fractional additive noise with small hurst parameter ⋮ Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs ⋮ A stochastic sewing lemma and applications ⋮ Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations ⋮ Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs ⋮ Averaging principle for stochastic complex Ginzburg-Landau equations ⋮ An oscillator driven by algebraically decorrelating noise ⋮ Orders of strong and weak averaging principle for multi-scale SPDEs driven by \(\alpha \)-stable process ⋮ Averaging principle for two time-scale regime-switching processes ⋮ Stability of coupled jump diffusions and applications ⋮ Weak averaging principle for multiscale stochastic dynamical systems driven by stable processes ⋮ Averaging for slow–fast piecewise deterministic Markov processes with an attractive boundary ⋮ Weak solutions for singular multiplicative SDEs via regularization by noise ⋮ Rough semimartingales and \(p\)-variation estimates for martingale transforms ⋮ Stochastic sewing in Banach spaces ⋮ A strong averaging principle rate for two-time-scale coupled forward-backward stochastic differential equations driven by fractional Brownian motion ⋮ Higher-order approximations in the averaging principle of multiscale systems ⋮ Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients ⋮ Averaging principles for mixed fast-slow systems driven by fractional Brownian motion ⋮ Pathwise regularization of the stochastic heat equation with multiplicative noise through irregular perturbation ⋮ Strong and weak convergence for the averaging principle of DDSDE with singular drift ⋮ Strong convergence rate for slow-fast stochastic differential equations with Markovian switching ⋮ Diffusion approximation for multi-scale stochastic reaction-diffusion equations ⋮ Discrete-Time Inference for Slow-Fast Systems Driven by Fractional Brownian Motion ⋮ Averaging principle and normal deviations for multiscale stochastic systems ⋮ Moderate deviation principle for multiscale systems driven by fractional Brownian motion ⋮ Typical dynamics and fluctuation analysis of slow–fast systems driven by fractional Brownian motion ⋮ Asymptotic preserving schemes for SDEs driven by fractional Brownian motion in the averaging regime ⋮ Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: averaging principle ⋮ Generating diffusions with fractional Brownian motion ⋮ Regularization of multiplicative SDEs through additive noise ⋮ Slow-fast systems with fractional environment and dynamics ⋮ Rough homogenisation with fractional dynamics ⋮ Mild stochastic sewing lemma, SPDE in random environment, and fractional averaging ⋮ Functional limit theorems for the fractional Ornstein-Uhlenbeck process
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A theory of regularity structures
- Ergodicity of hypoelliptic SDEs driven by fractional Brownian motion
- Stochastic and multiple Wiener integrals for Gaussian processes
- Differential equations driven by rough signals
- On the autonomous Nemytskij operator in Hölder spaces
- Formulae for the derivatives of heat semigroups
- Strong \(p\)-completeness of stochastic differential equations and the existence of smooth flows on noncompact manifolds
- Sharp explicit lower bounds of heat kernels
- Random perturbation methods with applications in science and engineering
- Mixed stochastic differential equations: existence and uniqueness result
- Perturbation of conservation laws and averaging on manifolds
- The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type.
- Ergodicity of stochastic differential equations driven by fractional Brownian motion
- Controlling rough paths
- Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
- A representation formula for transition probability densities of diffusions and applications
- A version of Hörmander's theorem for the fractional Brownian motion
- The Malliavin Calculus and Related Topics
- Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion
- A lower bound for the heat kernel
- Fluctuations in Markov Processes
- Multiscale Methods
- An averaging principle for a completely integrable stochastic Hamiltonian system
- Bounds for the fundamental solution of a parabolic equation
- Fractional Brownian Motions, Fractional Noises and Applications
- Some Limit Theorems for Stationary Processes
- A course on rough paths. With an introduction to regularity structures
This page was built for publication: Averaging dynamics driven by fractional Brownian motion
