Pages that link to "Item:Q1775576"
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The following pages link to Limit behavior of two-time-scale diffusions revisited (Q1775576):
Displayed 42 items.
- Strong and weak orders in averaging for SPDEs (Q432500) (← links)
- Multiscale stochastic modelling of gene expression (Q455759) (← links)
- Interactive diffusions for global optimization (Q481772) (← links)
- Singularly perturbed reaction diffusion equations with time delay (Q605176) (← links)
- Singularly perturbed differential-difference reaction diffusion equations with time delay (Q615257) (← links)
- Global optimization using diffusion perturbations with large noise intensity (Q861400) (← links)
- Solvability for nonlinear elliptic equation with boundary perturbation (Q933030) (← links)
- Singularly perturbed solution for weakly nonlinear equations with two parameters (Q940435) (← links)
- Singular perturbation for the weakly nonlinear reaction diffusion equation with boundary perturbation (Q940720) (← links)
- Singularly perturbed solution to semilinear reaction diffusion equations with two parameters (Q1030404) (← links)
- Asymptotic solution of activator inhibitor systems for nonlinear reaction diffusion equations (Q1031972) (← links)
- Asymptotic expansions of backward equations for two-time-scale Markov chains in continuous time (Q1036925) (← links)
- Weak order in averaging principle for stochastic wave equation with a fast oscillation (Q1639666) (← links)
- Averaging principle for one dimensional stochastic Burgers equation (Q1669793) (← 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)
- Diffusion approximation for multi-scale stochastic reaction-diffusion equations (Q1981725) (← links)
- An averaging principle for two-time-scale stochastic functional differential equations (Q1986531) (← links)
- Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations (Q2011508) (← links)
- Averaging principle and normal deviations for multiscale stochastic systems (Q2021633) (← links)
- Diffusion approximation for fully coupled stochastic differential equations (Q2039430) (← links)
- Martingale structure for general thermodynamic functionals of diffusion processes under second-order averaging (Q2046521) (← links)
- Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process (Q2073216) (← links)
- The averaging principle for stochastic differential equations driven by a Wiener process revisited (Q2122136) (← links)
- Fast-slow-coupled stochastic functional differential equations (Q2124507) (← links)
- Averaging of semigroups associated to diffusion processes on a simplex (Q2145780) (← links)
- An averaging principle for slow-fast fractional stochastic parabolic equations on unbounded domains (Q2145781) (← links)
- Orders of convergence in the averaging principle for SPDEs: the case of a stochastically forced slow component (Q2175323) (← links)
- Gene regulatory networks driven by intrinsic noise with two-time scales: a stochastic averaging approach (Q2259242) (← links)
- Strong convergence in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales (Q2347465) (← links)
- Asymptotic expansions for solutions of parabolic systems associated with multi-scale switching diffusions (Q2401783) (← links)
- A class of nonlinear singularly perturbed initial boundary value problems for reaction diffusion equations with boundary perturbation (Q2466446) (← links)
- Reduction of Markov chains with two-time-scale state transitions (Q2803413) (← links)
- Solvability for nonlinear reaction diffusion equation with boundary perturbation (Q3054710) (← links)
- A class of nonlinear nonlocal singularly perturbed reaction diffusion systems (Q3403205) (← links)
- Singularly perturbed solution for third order nonlinear equations with two parameters (Q3513866) (← links)
- Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes (Q4584277) (← links)
- On Asymptotic Preserving Schemes for a Class of Stochastic Differential Equations in Averaging and Diffusion Approximation Regimes (Q5064412) (← links)
- Approximation of the Filter Equation for Multiple Timescale, Correlated, Nonlinear Systems (Q5081152) (← links)
- A Fluid-Diffusion-Hybrid Limiting Approximation for Priority Systems with Fast and Slow Customers (Q5106384) (← links)
- A chaos expansion approach under hybrid volatility models (Q5247273) (← links)
- A uniform asymptotic expansion for stochastic volatility model in pricing multi‐asset European options (Q5414507) (← links)
- Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations (Q6054236) (← links)