Stochastic averaging for a completely integrable Hamiltonian system with fractional Brownian motion (Q6051209): Difference between revisions

Revision as of 22:48, 2 August 2024

scientific article; zbMATH DE number 7740129

Language	Label	Description	Also known as
English	Stochastic averaging for a completely integrable Hamiltonian system with fractional Brownian motion	scientific article; zbMATH DE number 7740129

Statements

instance of

scholarly article

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title

Stochastic averaging for a completely integrable Hamiltonian system with fractional Brownian motion (English)

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Stochastics and Dynamics

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publication date

19 September 2023

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zbMATH Keywords

averaging principle

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fractional Brownian motion

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generalized Riemann-Stieltjes integral

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completely integrable Hamiltonian system

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1142/s0219493723500260

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cites work

Multiscale Methods

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Multi-timescale systems and fast-slow analysis

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Q5529796

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Q5639096

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Strong convergence of projective integration schemes for singularly perturbed stochastic differential systems

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Random Perturbations of Dynamical Systems

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An averaging principle for diffusions in foliated spaces

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An averaging principle for stochastic dynamical systems with Lévy noise

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Stochastic averaging for the non-autonomous mixed stochastic differential equations with locally Lipschitz coefficients

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

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A Khasminskii type averaging principle for stochastic reaction-diffusion equations

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Averaging Principle for Systems of Reaction-Diffusion Equations with Polynomial Nonlinearities Perturbed by Multiplicative Noise

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Averaging Principle for Nonautonomous Slow-Fast Systems of Stochastic Reaction-Diffusion Equations: The Almost Periodic Case

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Average and deviation for slow-fast stochastic partial differential equations

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Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes

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Averaging Principle for Complex Ginzburg--Landau Equation Perturbated by Mixing Random Forces

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An averaging principle for a completely integrable stochastic Hamiltonian system

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Hamiltonian systems with Lévy noise: symplecticity, Hamilton's principle and averaging principle

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Differential equations driven by fractional Brownian motion

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Dynamical systems III. Mathematical aspects of classical and celestial mechanics. Transl. from the Russian by A. Iacob.

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Integration with respect to fractal functions and stochastic calculus. I

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

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On mixed fractional stochastic differential equations with discontinuous drift coefficient

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Stochastic calculus for fractional Brownian motion and related processes.

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Identifiers

DOI

10.1142/s0219493723500260

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6051209

@@ Property / cites work @@
+Multiscale Methods
@@ Property / cites work: Multiscale Methods / rank @@
+Normal rank
@@ Property / cites work @@
+Multi-timescale systems and fast-slow analysis
@@ Property / cites work: Multi-timescale systems and fast-slow analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Q5529796
@@ Property / cites work: Q5529796 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5639096
@@ Property / cites work: Q5639096 / rank @@
+Normal rank
@@ Property / cites work @@
+Strong convergence of projective integration schemes for singularly perturbed stochastic differential systems
+Normal rank
@@ Property / cites work @@
+Random Perturbations of Dynamical Systems
@@ Property / cites work: Random Perturbations of Dynamical Systems / rank @@
+Normal rank
@@ Property / cites work @@
+An averaging principle for diffusions in foliated spaces
+Normal rank
@@ Property / cites work @@
+An averaging principle for stochastic dynamical systems with Lévy noise
+Normal rank
@@ Property / cites work @@
+Stochastic averaging for the non-autonomous mixed stochastic differential equations with locally Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+Averaging principle for fast-slow system driven by mixed fractional Brownian rough path
+Normal rank
@@ Property / cites work @@
+A Khasminskii type averaging principle for stochastic reaction-diffusion equations
+Normal rank
@@ Property / cites work @@
+Averaging Principle for Systems of Reaction-Diffusion Equations with Polynomial Nonlinearities Perturbed by Multiplicative Noise
+Normal rank
@@ Property / cites work @@
+Averaging Principle for Nonautonomous Slow-Fast Systems of Stochastic Reaction-Diffusion Equations: The Almost Periodic Case
+Normal rank
@@ Property / cites work @@
+Average and deviation for slow-fast stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes
+Normal rank
@@ Property / cites work @@
+Averaging Principle for Complex Ginzburg--Landau Equation Perturbated by Mixing Random Forces
+Normal rank
@@ Property / cites work @@
+An averaging principle for a completely integrable stochastic Hamiltonian system
+Normal rank
@@ Property / cites work @@
+Hamiltonian systems with Lévy noise: symplecticity, Hamilton's principle and averaging principle
+Normal rank
@@ Property / cites work @@
+Differential equations driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Dynamical systems III. Mathematical aspects of classical and celestial mechanics. Transl. from the Russian by A. Iacob.
+Normal rank
@@ Property / cites work @@
+Integration with respect to fractal functions and stochastic calculus. I
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion
+Normal rank
@@ Property / cites work @@
+On mixed fractional stochastic differential equations with discontinuous drift coefficient
+Normal rank
@@ Property / cites work @@
+Stochastic calculus for fractional Brownian motion and related processes.
+Normal rank