An averaging principle for fractional stochastic differential equations with Lévy noise (Q5129877)

scientific article; zbMATH DE number 7269090

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English	An averaging principle for fractional stochastic differential equations with Lévy noise	scientific article; zbMATH DE number 7269090

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instance of

scholarly article

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title

An averaging principle for fractional stochastic differential equations with Lévy noise (English)

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Chaos: An Interdisciplinary Journal of Nonlinear Science

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publication date

2 November 2020

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full work available at URL

https://arxiv.org/abs/2004.08430

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GitHub

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MaRDI profile type

MaRDI publication profile

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cites work

Random Perturbations of Dynamical Systems

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Averaging of time-varying differential equations revisited

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Non-periodic averaging principles for measure functional differential equations and functional dynamic equations on time scales involving impulses

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Mixed fractional differential equations and generalized operator-valued Mittag-Leffler functions

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The probabilistic point of view on the generalized fractional partial differential equations

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On fully mixed and multidimensional extensions of the Caputo and Riemann-Liouville derivatives, related Markov processes and fractional differential equations

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Averaging oscillations with small fractional damping and delayed terms

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Coarse variables of autonomous ODE systems and their evolution

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Kamenev type oscillatory criteria for linear conformable fractional differential equations

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Weighted average finite difference methods for fractional diffusion equations

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Averaging Principle for Systems of Reaction-Diffusion Equations with Polynomial Nonlinearities Perturbed by Multiplicative Noise

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Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion

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Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion

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An averaging principle for stochastic dynamical systems with Lévy noise

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The averaging principle for stochastic differential equations with Caputo fractional derivative

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An effective averaging theory for fractional neutral stochastic equations of order \(0 < \alpha < 1\) with Poisson jumps

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A corrected and generalized successive random additions algorithm for simulating fractional Lévy motions

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Q5699297

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Lévy Processes and Stochastic Calculus

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Q2930843

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Existence and uniqueness of weak solutions for a class of fractional superdiffusion equations

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A new type of the Gronwall-Bellman inequality and its application to fractional stochastic differential equations

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A generalized Gronwall inequality and its application to a fractional differential equation

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Identifiers

zbMATH Open document ID

1445.35313

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DOI

10.1063/5.0010551

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5129877