Diffusion approximation for slow-fast SDEs with state-dependent switching
From MaRDI portal
Cites work
- Asymptotic behavior for multi-scale SDEs with monotonicity coefficients driven by Lévy processes
- Asymptotic expansion and central limit theorem for multiscale piecewise-deterministic Markov processes
- Averaging and large deviation principles for fully-coupled piecewise deterministic Markov processes and applications to molecular motors
- Averaging for a Fully Coupled Piecewise-Deterministic Markov Process in Infinite Dimensions
- Averaging in the case of multiple invariant measures for the fast system
- Averaging principle for two time-scale regime-switching processes
- Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes
- Diffusion approximation for fully coupled stochastic differential equations
- Diffusion approximation for multi-scale McKean-Vlasov SDEs through different methods
- Diffusion approximation for noise-induced evolution of first integrals in multifrequency systems
- Diffusion approximation for self-similarity of stochastic advection in Burgers' equation
- Diffusion approximation for slow motion in fully coupled averaging
- Eigenvalues, Inequalities, and Ergodic Theory
- Fluctuations around a homogenised semilinear random PDE
- Gradient estimates for diffusion semigroups with singular coefficients
- Homogenization of periodic linear degenerate PDEs
- Hybrid switching diffusions. Properties and applications
- Lévy Processes and Stochastic Calculus
- Modeling and analysis of switching diffusion systems: past-dependent switching with a countable state space
- Multiscale Methods
- Multiscale Piecewise Deterministic Markov Process in infinite dimension: central limit theorem and Langevin approximation
- On Poisson equation and diffusion approximation. II.
- On strong Feller property, exponential ergodicity and large deviations principle for stochastic damping Hamiltonian systems with state-dependent switching
- On the Poisson equation and diffusion approximation. I
- On the Poisson equation and diffusion approximation. III
- Orders of convergence in the averaging principle for SPDEs: the case of a stochastically forced slow component
- Orders of strong and weak averaging principle for multi-scale SPDEs driven by \(\alpha \)-stable process
- Poisson equation and application to multi-scale SDEs with state-dependent switching
- Rate of homogenization for fully-coupled McKean–Vlasov SDEs
- Singularly perturbed diffusisons: Rapid switchings and fast diffusions.
- Stability and recurrence of regime-switching diffusion processes
- Stability of degenerate diffusions with state-dependent switching
- Stochastic Differential Equations with Markovian Switching
- Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process
- Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations
- Strong convergence rate for slow-fast stochastic differential equations with Markovian switching
- Two-time-scale Jump-Diffusion Models with Markovian Switching Regimes
- Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles
- Weak convergence and stability of functional diffusion systems with singularly perturbed regime switching
This page was built for publication: Diffusion approximation for slow-fast SDEs with state-dependent switching
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7241369)
