Fast-slow-coupled stochastic functional differential equations (Q2124507)

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English	Fast-slow-coupled stochastic functional differential equations	scientific article

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scholarly article

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Fast-slow-coupled stochastic functional differential equations (English)

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Journal of Differential Equations

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publication date

11 April 2022

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zbMATH Keywords

SFDE

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two-time scale

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tightness

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martingale method

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averaging principle

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jde.2022.03.030

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Almost Sure Asymptotic Stability of Stochastic Volterra Integro-Differential Equations with Fading Perturbations

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Asymptotic Analysis for Functional Stochastic Differential Equations

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Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles

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Random Perturbations of Dynamical Systems

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Multiscale analysis of slow-fast neuronal learning models with noise

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Introduction to functional differential equations

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On Stochastic Processes Defined by Differential Equations with a Small Parameter

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Asymptotic Series for Singularly Perturbed Kolmogorov–Fokker–Planck Equations

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On Transition Densities of Singularly Perturbed Diffusions with Fast and Slow Components

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Limit behavior of two-time-scale diffusions revisited

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Stability of regime-switching stochastic differential equations

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Parabolic Littlewood-Paley inequality for \(\phi(-{\Delta})\)-type operators and applications to stochastic integro-differential equations

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Delay differential equations: with applications in population dynamics

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Weak convergence methods and singularly perturbed stochastic control and filtering problems

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Numerical methods for controlled stochastic delay systems

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Semigroups of conditioned shifts and approximation of Markov processes

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On a Stochastic Integro-Differential Equation of Volterra Type

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On the Poisson equation and diffusion approximation. III

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Multiscale Methods

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The existence of bounded solutions for differential equations in Hilbert spaces

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A singularly perturbed stochastic delay system with a small parameter

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Stability of Stochastic Delay Differential Equation with a Small Parameter

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Diffusion approximation for fully coupled stochastic differential equations

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Random perturbation methods with applications in science and engineering

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Stochastic Lotka–Volterra Population Dynamics with Infinite Delay

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An averaging principle for two-time-scale stochastic functional differential equations

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Stochastic functional differential equations with infinite delay: existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity

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A differential delay equation with wideband noise perturbations

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Singularly perturbed Markov chains: limit results and applications

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Continuous-time Markov chains and applications. A two-time-scale approach

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Identifiers

zbMATH Open document ID

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10.1016/j.jde.2022.03.030

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2124507

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