Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion (Q2119885): Difference between revisions

Latest revision as of 12:00, 28 July 2024

scientific article

Language	Label	Description	Also known as
English	Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion	scientific article

Statements

instance of

scholarly article

0 references

title

Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion (English)

0 references

0 references

0 references

0 references

Journal of Differential Equations

0 references

publication date

30 March 2022

0 references

zbMATH Keywords

distribution dependent stochastic differential equations

0 references

fractional Brownian motion

0 references

stochastic averaging principle

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1016/j.jde.2022.03.015

0 references

cites work

Stochastic integration with respect to the fractional Brownian motion

0 references

Bismut formula for Lions derivative of distribution-path dependent SDEs

0 references

Stochastic Calculus for Fractional Brownian Motion and Applications

0 references

Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control Problem

0 references

Strong well posedness of McKean-Vlasov stochastic differential equations with hölder drift

0 references

Mixed fractional Brownian motion

0 references

Stochastic analysis, rough path analysis and fractional Brownian motions.

0 references

Fractional Brownian motion: theory and applications

0 references

Averaging principle for one dimensional stochastic Burgers equation

0 references

Distribution dependent SDEs driven by fractional Brownian motions

0 references

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

0 references

Averaging principle for stochastic differential equations under a weak condition

0 references

Averaging dynamics driven by fractional Brownian motion

0 references

McKean-Vlasov SDEs under measure dependent Lyapunov conditions

0 references

Analysis on Gaussian Spaces

0 references

Distribution dependent SDEs with singular coefficients

0 references

Distribution dependent stochastic differential equations

0 references

Q5639096

0 references

The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type.

0 references

An averaging principle for stochastic fractional differential equations with time-delays

0 references

Q4338975

0 references

Weak solutions to Vlasov–McKean equations under Lyapunov-type conditions

0 references

Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion

0 references

Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations

0 references

Stochastic calculus for fractional Brownian motion and related processes.

0 references

Existence and Uniqueness of the Solution of Stochastic Differential Equation Involving Wiener Process and Fractional Brownian Motion with Hurst Index<i>H</i> > 1/2

0 references

The Malliavin Calculus and Related Topics

0 references

Differential equations driven by fractional Brownian motion

0 references

Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion

0 references

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

0 references

Bismut formula for Lions derivative of distribution dependent SDEs and applications

0 references

Well-posedness of distribution dependent SDEs with singular drifts

0 references

Q3141895

0 references

Averaging principle for fractional heat equations driven by stochastic measures

0 references

Mixed stochastic differential equations: existence and uniqueness result

0 references

Q5607484

0 references

Distribution dependent SDEs for Landau type equations

0 references

An averaging principle for stochastic dynamical systems with Lévy noise

0 references

Integration with respect to fractal functions and stochastic calculus. I

0 references

Identifiers

zbMATH Open document ID

1498.60238

0 references

DOI

10.1016/j.jde.2022.03.015

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2119885

@@ Property / cites work @@
+Stochastic integration with respect to the fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Bismut formula for Lions derivative of distribution-path dependent SDEs
+Normal rank
@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion and Applications
+Normal rank
@@ Property / cites work @@
+Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control Problem
+Normal rank
@@ Property / cites work @@
+Strong well posedness of McKean-Vlasov stochastic differential equations with hölder drift
+Normal rank
@@ Property / cites work @@
+Mixed fractional Brownian motion
@@ Property / cites work: Mixed fractional Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic analysis, rough path analysis and fractional Brownian motions.
+Normal rank
@@ Property / cites work @@
+Fractional Brownian motion: theory and applications
+Normal rank
@@ Property / cites work @@
+Averaging principle for one dimensional stochastic Burgers equation
+Normal rank
@@ Property / cites work @@
+Distribution dependent SDEs driven by fractional Brownian motions
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion
+Normal rank
@@ Property / cites work @@
+Averaging principle for stochastic differential equations under a weak condition
+Normal rank
@@ Property / cites work @@
+Averaging dynamics driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+McKean-Vlasov SDEs under measure dependent Lyapunov conditions
+Normal rank
@@ Property / cites work @@
+Analysis on Gaussian Spaces
@@ Property / cites work: Analysis on Gaussian Spaces / rank @@
+Normal rank
@@ Property / cites work @@
+Distribution dependent SDEs with singular coefficients
+Normal rank
@@ Property / cites work @@
+Distribution dependent stochastic differential equations
+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 @@
+An averaging principle for stochastic fractional differential equations with time-delays
+Normal rank
@@ Property / cites work @@
+Q4338975
@@ Property / cites work: Q4338975 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak solutions to Vlasov–McKean equations under Lyapunov-type conditions
+Normal rank
@@ Property / cites work @@
+Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations
+Normal rank
@@ Property / cites work @@
+Stochastic calculus for fractional Brownian motion and related processes.
+Normal rank
@@ 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
+Normal rank
@@ Property / cites work @@
+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
+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 @@
+Averaging principle for fast-slow system driven by mixed fractional Brownian rough path
+Normal rank
@@ Property / cites work @@
+Bismut formula for Lions derivative of distribution dependent SDEs and applications
+Normal rank
@@ Property / cites work @@
+Well-posedness of distribution dependent SDEs with singular drifts
+Normal rank
@@ Property / cites work @@
+Q3141895
@@ Property / cites work: Q3141895 / rank @@
+Normal rank
@@ Property / cites work @@
+Averaging principle for fractional heat equations driven by stochastic measures
+Normal rank
@@ Property / cites work @@
+Mixed stochastic differential equations: existence and uniqueness result
+Normal rank
@@ Property / cites work @@
+Q5607484
@@ Property / cites work: Q5607484 / rank @@
+Normal rank
@@ Property / cites work @@
+Distribution dependent SDEs for Landau type equations
+Normal rank
@@ Property / cites work @@
+An averaging principle for stochastic dynamical systems with Lévy noise
+Normal rank
@@ Property / cites work @@
+Integration with respect to fractal functions and stochastic calculus. I
+Normal rank