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

Latest revision as of 17:59, 30 December 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

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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

Mathematics Subject Classification ID

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10.1142/S0219493723500260

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Sitelinks

Mathematics(1 entry)

mardi Publication:6051209

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