Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion (Q2119885): Difference between revisions

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

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scholarly article

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title

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

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Journal of Differential Equations

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publication date

30 March 2022

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zbMATH Keywords

distribution dependent stochastic differential equations

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fractional Brownian motion

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stochastic averaging principle

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jde.2022.03.015

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cites work

Stochastic integration with respect to the fractional Brownian motion

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Bismut formula for Lions derivative of distribution-path dependent SDEs

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Stochastic Calculus for Fractional Brownian Motion and Applications

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Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control Problem

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Strong well posedness of McKean-Vlasov stochastic differential equations with hölder drift

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Mixed fractional Brownian motion

0 references

Stochastic analysis, rough path analysis and fractional Brownian motions.

0 references

Fractional Brownian motion: theory and applications

0 references

Averaging principle for one dimensional stochastic Burgers equation

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Distribution dependent SDEs driven by fractional Brownian motions

0 references

Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion

0 references

Averaging principle for stochastic differential equations under a weak condition

0 references

Averaging dynamics driven by fractional Brownian motion

0 references

McKean-Vlasov SDEs under measure dependent Lyapunov conditions

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Analysis on Gaussian Spaces

0 references

Distribution dependent SDEs with singular coefficients

0 references

Distribution dependent stochastic differential equations

0 references

Q5639096

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The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type.

0 references

An averaging principle for stochastic fractional differential equations with time-delays

0 references

Q4338975

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Weak solutions to Vlasov–McKean equations under Lyapunov-type conditions

0 references

Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion

0 references

Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations

0 references

Stochastic calculus for fractional Brownian motion and related processes.

0 references

Existence and Uniqueness of the Solution of Stochastic Differential Equation Involving Wiener Process and Fractional Brownian Motion with Hurst Index<i>H</i> > 1/2

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The Malliavin Calculus and Related Topics

0 references

Differential equations driven by fractional Brownian motion

0 references

Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion

0 references

Averaging principle for fast-slow system driven by mixed fractional Brownian rough path

0 references

Bismut formula for Lions derivative of distribution dependent SDEs and applications

0 references

Well-posedness of distribution dependent SDEs with singular drifts

0 references

Q3141895

0 references

Averaging principle for fractional heat equations driven by stochastic measures

0 references

Mixed stochastic differential equations: existence and uniqueness result

0 references

Q5607484

0 references

Distribution dependent SDEs for Landau type equations

0 references

An averaging principle for stochastic dynamical systems with Lévy noise

0 references

Integration with respect to fractal functions and stochastic calculus. I

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Identifiers

zbMATH Open document ID

1498.60238

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DOI

10.1016/j.jde.2022.03.015

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2119885

@@ Property / author @@
-Jiang-Lun Wu
@@ Property / author: Jiang-Lun Wu / rank @@
-Normal rank
@@ Property / author @@
+Jiang-Lun Wu
@@ Property / author: Jiang-Lun Wu / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jde.2022.03.015
+Normal rank
@@ Property / OpenAlex ID @@
+W4221037481
@@ Property / OpenAlex ID: W4221037481 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic integration with respect to the fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Bismut formula for Lions derivative of distribution-path dependent SDEs
+Normal rank
@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion and Applications
+Normal rank
@@ Property / cites work @@
+Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control Problem
+Normal rank
@@ Property / cites work @@
+Strong well posedness of McKean-Vlasov stochastic differential equations with hölder drift
+Normal rank
@@ Property / cites work @@
+Mixed fractional Brownian motion
@@ Property / cites work: Mixed fractional Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic analysis, rough path analysis and fractional Brownian motions.
+Normal rank
@@ Property / cites work @@
+Fractional Brownian motion: theory and applications
+Normal rank
@@ Property / cites work @@
+Averaging principle for one dimensional stochastic Burgers equation
+Normal rank
@@ Property / cites work @@
+Distribution dependent SDEs driven by fractional Brownian motions
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion
+Normal rank
@@ Property / cites work @@
+Averaging principle for stochastic differential equations under a weak condition
+Normal rank
@@ Property / cites work @@
+Averaging dynamics driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+McKean-Vlasov SDEs under measure dependent Lyapunov conditions
+Normal rank
@@ Property / cites work @@
+Analysis on Gaussian Spaces
@@ Property / cites work: Analysis on Gaussian Spaces / rank @@
+Normal rank
@@ Property / cites work @@
+Distribution dependent SDEs with singular coefficients
+Normal rank
@@ Property / cites work @@
+Distribution dependent stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q5639096
@@ Property / cites work: Q5639096 / rank @@
+Normal rank
@@ Property / cites work @@
+The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type.
+Normal rank
@@ Property / cites work @@
+An averaging principle for stochastic fractional differential equations with time-delays
+Normal rank
@@ Property / cites work @@
+Q4338975
@@ Property / cites work: Q4338975 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak solutions to Vlasov–McKean equations under Lyapunov-type conditions
+Normal rank
@@ Property / cites work @@
+Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations
+Normal rank
@@ Property / cites work @@
+Stochastic calculus for fractional Brownian motion and related processes.
+Normal rank
@@ Property / cites work @@
+Existence and Uniqueness of the Solution of Stochastic Differential Equation Involving Wiener Process and Fractional Brownian Motion with Hurst Index<i>H</i> &gt; 1/2
+Normal rank
@@ Property / cites work @@
+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
+Normal rank
@@ Property / cites work @@
+Differential equations driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
+Normal rank
@@ Property / cites work @@
+Averaging principle for fast-slow system driven by mixed fractional Brownian rough path
+Normal rank
@@ Property / cites work @@
+Bismut formula for Lions derivative of distribution dependent SDEs and applications
+Normal rank
@@ Property / cites work @@
+Well-posedness of distribution dependent SDEs with singular drifts
+Normal rank
@@ Property / cites work @@
+Q3141895
@@ Property / cites work: Q3141895 / rank @@
+Normal rank
@@ Property / cites work @@
+Averaging principle for fractional heat equations driven by stochastic measures
+Normal rank
@@ Property / cites work @@
+Mixed stochastic differential equations: existence and uniqueness result
+Normal rank
@@ Property / cites work @@
+Q5607484
@@ Property / cites work: Q5607484 / rank @@
+Normal rank
@@ Property / cites work @@
+Distribution dependent SDEs for Landau type equations
+Normal rank
@@ Property / cites work @@
+An averaging principle for stochastic dynamical systems with Lévy noise
+Normal rank
@@ Property / cites work @@
+Integration with respect to fractal functions and stochastic calculus. I
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2119885