Typical dynamics and fluctuation analysis of slow–fast systems driven by fractional Brownian motion (Q3384675): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
 
(2 intermediate revisions by 2 users not shown)
Property / arXiv ID
 
Property / arXiv ID: 1906.02131 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic integration with respect to the fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3051151 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Calculus for Fractional Brownian Motion and Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4269108 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic analysis of the fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations for multiscale diffusion via weak convergence methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: THE AVERAGING PRINCIPLE AND THEOREMS ON LARGE DEVIATIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: A comparison of homogenization and large deviations, with applications to wavefront propagation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4225410 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical inference for perturbed multiscale dynamical systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrete-Time Statistical Inference for Multiscale Diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Averaging principle of SDE with small diffusion: Moderate deviations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Averaging dynamics driven by fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3959169 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moderate deviations for randomly perturbed dynamical systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4798624 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic version of the averaging principle for diffusion type processes / rank
 
Normal rank
Property / cites work
 
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 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Selected aspects of fractional Brownian motion. / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Malliavin Calculus and Related Topics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic calculus with respect to fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Poisson equation and diffusion approximation. I / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Poisson equation and diffusion approximation. II. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiscale Methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integration questions related to fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Are classes of deterministic integrands for fractional Brownian motion on an interval complete? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ergodic Properties of Markov Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forward, backward and symmetric stochastic integration / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations and importance sampling for systems of slow-fast motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fluctuation analysis and short time asymptotics for multiple scales diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integration with respect to fractal functions and stochastic calculus. I / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3093232128 / rank
 
Normal rank

Latest revision as of 09:38, 30 July 2024

scientific article
Language Label Description Also known as
English
Typical dynamics and fluctuation analysis of slow–fast systems driven by fractional Brownian motion
scientific article

    Statements

    Typical dynamics and fluctuation analysis of slow–fast systems driven by fractional Brownian motion (English)
    0 references
    0 references
    0 references
    17 December 2021
    0 references
    fractional Brownian motion
    0 references
    multiscale processes
    0 references
    small noise
    0 references
    typical dynamics
    0 references
    homogenization
    0 references
    fluctuations
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references