Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles (Q335416): Difference between revisions

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English	Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles	scientific article

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scholarly article

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title

Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles (English)

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Journal of Mathematical Analysis and Applications

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publication date

2 November 2016

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zbMATH Keywords

averaging principles

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stochastic hyperbolic-parabolic equations

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Poisson random measures

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two-time-scales

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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.jmaa.2016.10.010

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cites work

Lévy Processes and Stochastic Calculus

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On a stochastic wave equation driven by a non-Gaussian Lévy process

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Strong and weak orders in averaging for SPDEs

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A Khasminskii type averaging principle for stochastic reaction-diffusion equations

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Averaging principle for a class of stochastic reaction-diffusion equations

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Global existence of solutions to a coupled parabolic-hyperbolic system with moving boundary

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Thermoelastic wave propagation in a random medium and some related problems

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Stochastic Equations in Infinite Dimensions

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Q2930843

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Q5400824

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Random Perturbations of Dynamical Systems

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Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations

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Hyperbolic type stochastic evolution equations with Lévy noise

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Strong convergence rate in averaging principle for stochastic FitzHugh-Nagumo system with two time-scales

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Strong convergence in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales

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Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems

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Asymptotically stable invariant manifold for coupled nonlinear parabolic-hyperbolic partial differential equations

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Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples

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The heat equation with Lévy noise

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Stochastic differential equations. An introduction with applications.

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Stochastic Partial Differential Equations with Levy Noise

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Stochastic Averaging of Dynamical Systems with Multiple Time Scales Forced with $\alpha$-Stable Noise

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The local and global existence of the solutions of hyperbolic-parabolic system modeling biological phenomena

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An averaging principle for stochastic dynamical systems with Lévy noise

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Stochastic averaging principle for dynamical systems with fractional Brownian motion

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Strong averaging principle for slow-fast SPDEs with Poisson random measures

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Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion

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Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise

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Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion

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Identifiers

zbMATH Open document ID

1387.60102

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Mathematics Subject Classification ID

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10.1016/J.JMAA.2016.10.010

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Mathematics(1 entry)

mardi Publication:335416

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