Averaging principle for fast-slow system driven by mixed fractional Brownian rough path (Q822742): Difference between revisions

@@ Property / cites work @@
+Convergence of delay equations driven by a H\"older continuous function of order $\beta\in(\frac13,\frac12)$
+Normal rank
@@ Property / cites work @@
+Delay equations with non-negativity constraints driven by a Hölder continuous function of order \(\beta\in\left(\frac{1}{3},\frac{1}{2}\right)\)
+Normal rank
@@ Property / cites work @@
+ESTIMATES FOR THE SOLUTION TO STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A FRACTIONAL BROWNIAN MOTION WITH HURST PARAMETER H ∈ (⅓, ½)
+Normal rank
@@ Property / cites work @@
+Stochastic analysis, rough path analysis and fractional Brownian motions.
+Normal rank
@@ Property / cites work @@
+A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations
+Normal rank
@@ Property / cites work @@
+Q5400824
@@ Property / cites work: Q5400824 / rank @@
+Normal rank
@@ Property / cites work @@
+Random Perturbations of Dynamical Systems
@@ Property / cites work: Random Perturbations of Dynamical Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Multidimensional Stochastic Processes as Rough Paths
+Normal rank
@@ Property / cites work @@
+A course on rough paths. With an introduction to regularity structures
+Normal rank
@@ Property / cites work @@
+Local Stability of Differential Equations Driven by Hölder-Continuous Paths with Hölder Index in (1/3,1/2)
+Normal rank
@@ Property / cites work @@
+Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems
+Normal rank
@@ Property / cites work @@
+Controlling rough paths
@@ Property / cites work: Controlling rough paths / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion
+Normal rank
@@ Property / cites work @@
+Averaging dynamics driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Rough path analysis via fractional calculus
@@ Property / cites work: Rough path analysis via fractional calculus / rank @@
+Normal rank
@@ Property / cites work @@
+A fractional calculus approach to rough integration
+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 @@
+Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
+Normal rank
@@ Property / cites work @@
+Differential equations driven by rough signals
@@ Property / cites work: Differential equations driven by rough signals / rank @@
+Normal rank
@@ Property / cites work @@
+System Control and Rough Paths
@@ Property / cites work: System Control and Rough Paths / rank @@
+Normal rank
@@ Property / cites work @@
+The Relation Between Mixed and Rough SDEs and Its Application to Numerical Methods
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+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 @@
+Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles
+Normal rank
@@ Property / cites work @@
+Rough differential equations with unbounded drift term
+Normal rank
@@ Property / cites work @@
+An averaging principle for stochastic dynamical systems with Lévy noise
+Normal rank
@@ Property / cites work @@
+Stochastic averaging principle for dynamical systems with fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Integration with respect to fractal functions and stochastic calculus. I
+Normal rank