Pages that link to "Item:Q478249"

The following pages link to Stochastic averaging principle for dynamical systems with fractional Brownian motion (Q478249):

Displaying 20 items.

• Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion (Q258312) (← links)
• Stochastic averaging of quasi-non-integrable Hamiltonian systems under fractional Gaussian noise excitation (Q331295) (← links)
• Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles (Q335416) (← links)
• Averaging principle for fast-slow system driven by mixed fractional Brownian rough path (Q822742) (← links)
• On the non-Lipschitz stochastic differential equations driven by fractional Brownian motion (Q1627970) (← links)
• Strong convergence in the \(p\)th-mean of an averaging principle for two-time-scales SPDEs with jumps (Q1630005) (← links)
• Weak order in averaging principle for stochastic wave equation with a fast oscillation (Q1639666) (← links)
• Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes (Q1690493) (← links)
• An averaging principle for stochastic differential delay equations with fractional Brownian motion (Q1724206) (← links)
• Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion (Q1730386) (← links)
• Existence and uniquenes results for systems of impulsive functional stochastic differential equations driven by fractional Brownian motion with multiple delay (Q1741782) (← links)
• Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations (Q2011508) (← links)
• Periodic averaging method for impulsive stochastic dynamical systems driven by fractional Brownian motion under non-Lipschitz condition (Q2142051) (← links)
• An effective averaging theory for fractional neutral stochastic equations of order \(0 < \alpha < 1\) with Poisson jumps (Q2178682) (← links)
• Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion (Q2284928) (← links)
• Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion (Q2338248) (← links)
• Strong convergence in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales (Q2347465) (← links)
• Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion (Q2970122) (← links)
• Stochastic Averaging Principle for Mixed Stochastic Differential Equations (Q5089517) (← links)
• Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise (Q5266271) (← links)