Pages that link to "Item:Q5266271"
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The following pages link to Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise (Q5266271):
Displaying 24 items.
- Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion (Q258312) (← links)
- Large deviation principle for stochastic Boussinesq equations driven by Lévy noise (Q268529) (← links)
- Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles (Q335416) (← links)
- Mild solutions of local non-Lipschitz stochastic evolution equations with jumps (Q901002) (← 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)
- Weak order in averaging principle for stochastic differential equations with jumps (Q1712264) (← links)
- Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion (Q1730386) (← links)
- An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure (Q1796774) (← links)
- An averaging principle for stochastic fractional differential equations with time-delays (Q1985381) (← links)
- Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations (Q2011508) (← links)
- On the averaging principle for SDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients (Q2136672) (← links)
- Periodic averaging method for impulsive stochastic dynamical systems driven by fractional Brownian motion under non-Lipschitz condition (Q2142051) (← links)
- The averaging method for doubly perturbed distribution dependent SDEs (Q2170241) (← links)
- Mixed stochastic differential equations: averaging principle result (Q2213690) (← links)
- The averaging principle of Hilfer fractional stochastic delay differential equations with Poisson jumps (Q2213711) (← links)
- \(G\)-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients (Q2301355) (← links)
- Impulsive stochastic Volterra integral equations driven by Lévy noise (Q2666344) (← links)
- Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion (Q2970122) (← links)
- Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching (Q2986692) (← links)
- Averaging principle for stochastic quasi‐geostrophic flow equation with a fast oscillation (Q6047319) (← links)
- The existence and averaging principle for stochastic fractional differential equations with impulses (Q6140705) (← links)
- Strong convergence of averaging principle for the non‐autonomous slow‐fast systems of SPDEs with polynomial growth (Q6141508) (← links)