Averaging Principle for Two Time-Scales Stochastic Partial Differential Equations with Reflection (Q6496376)

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Averaging Principle for Two Time-Scales Stochastic Partial Differential Equations with Reflection

scientific article; zbMATH DE number 7842004

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English	Averaging Principle for Two Time-Scales Stochastic Partial Differential Equations with Reflection	scientific article; zbMATH DE number 7842004

Statements

instance of

scholarly article

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title

Averaging Principle for Two Time-Scales Stochastic Partial Differential Equations with Reflection (English)

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Applied Mathematics and Optimization

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publication date

3 May 2024

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MaRDI profile type

MaRDI publication profile

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cites work

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Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems

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

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Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients

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Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations

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A Khasminskii type averaging principle for stochastic reaction-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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Averaging principle for a class of stochastic reaction-diffusion equations

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Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles

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Averaging principle for complex Ginzburg-Landau equation perturbated by mixing random forces

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Averaging principle for slow-fast stochastic partial differential equations with Hölder continuous coefficients

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Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes

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Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion

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Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: averaging principle

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Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs

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White noise driven quasilinear SPDEs with reflection

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White noise driven SPDEs with reflection: existence, uniqueness and large deviation principles

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Systems of reflected stochastic PDEs in a convex domain: analytical approach

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Large deviation principle for stochastic Burgers type equation with reflection

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Fluctuations for \(\nabla \varphi \) interface model on a wall.

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Limit order books, diffusion approximations and reflected SPDEs: from microscopic to macroscopic models

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Averaging principle for one dimensional stochastic Burgers equation

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Ergodicity for Infinite Dimensional Systems

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Stochastic Burgers type equations with reflection: existence, uniqueness

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Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations

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Stochastic Equations in Infinite Dimensions

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WHITE NOISE DRIVEN SPDEs WITH TWO REFLECTING WALLS

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Existence and uniqueness of invariant measures for SPDEs with two reflecting walls

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Stochastic differential equations. An introduction with applications.

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One-dimensional stochastic Burgers equation driven by Lévy processes

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Identifiers

Mathematics Subject Classification ID

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10.1007/S00245-024-10123-8

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Sitelinks

Mathematics(1 entry)

mardi Averaging Principle for Two Time-Scales Stochastic Partial Differential Equations with Reflection