On Averaging Principles: An Asymptotic Expansion Approach
From MaRDI portal
diffusion processes on manifoldsoptimal stochastic controlsingular perturbationsstochastic ordinary differential equations
Singular perturbations for ordinary differential equations (34E15) Ordinary differential equations and systems with randomness (34F05) Optimality conditions for problems involving randomness (49K45) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)
Recommendations
- scientific article; zbMATH DE number 5305397
- Averaging method for the problems on asymptotics at infinity
- Asymptotic expansions for the stochastic approximation averaging procedure in continuous time
- On one generalization of the averaging method
- scientific article; zbMATH DE number 3092051
- On the Fundamental Theorem of Averaging
- scientific article; zbMATH DE number 4017675
- On one generalization of the averaging method
Cited in
(78)- Diffusion processes on graphs and the averaging principle
- Weak order in averaging principle for stochastic wave equation with a fast oscillation
- Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes
- Limit behavior of two-time-scale diffusions revisited
- Asymptotic expansions of transition densities for hybrid jump-diffusions
- An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure
- Moment exponential stability of random delay systems with two-time-scale Markovian switching
- Diffusion approximation for multi-scale stochastic reaction-diffusion equations
- Approximation of a class of functional differential equations with wideband noise perturbations
- Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations
- Averaging principle and normal deviations for multiscale stochastic systems
- Diffusion approximation for fully coupled stochastic differential equations
- Martingale structure for general thermodynamic functionals of diffusion processes under second-order averaging
- Infinite server queues in a random fast oscillatory environment
- Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process
- Stochastic generation and shifts of phantom attractors in the 2D Rulkov model
- On the averaging principle for SDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients
- Averaging of semigroups associated to diffusion processes on a simplex
- Stochastic Kolmogorov systems driven by wideband noises
- Orders of convergence in the averaging principle for SPDEs: the case of a stochastically forced slow component
- Gene regulatory networks driven by intrinsic noise with two-time scales: a stochastic averaging approach
- Razumikhin-type theorems on moment exponential stability of functional differential equations involving two-time-scale Markovian switching
- On dynamical systems perturbed by a null-recurrent motion: the general case
- Intrinsic expansions for averaged diffusion processes
- Regularity and recurrence of switching diffusions
- Orders of strong and weak averaging principle for multi-scale SPDEs driven by \(\alpha \)-stable process
- Asymptotic expansions of solutions of systems of Kolmogorov backward equations for two-time-scale switching diffusions
- Asymptotic expansions for solutions of systems of Kolmogorov backward equations of two-time-scale switching jump diffusions
- An averaging principle for two-scale stochastic partial differential equations
- \(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps
- On dynamical systems perturbed by a null-recurrent fast motion: the continuous coefficient case with independent driving noises
- scientific article; zbMATH DE number 4138204 (Why is no real title available?)
- scientific article; zbMATH DE number 5305397 (Why is no real title available?)
- A Young Measures Approach to Averaging
- An averaging principle for moment equations of branching diffusion processes with fast transformation rate
- On the Fundamental Theorem of Averaging
- An asymptotic analysis of controlled diffusions with rapidly oscillating parameters
- Stability of a pure random delay system with two-time-scale Markovian switching
- Averaging principle for SDEs of neutral type driven by G-Brownian motion
- Quantile hedging for guaranteed minimum death benefits with regime switching
- On the final configuration of a plane magnetic field dragged by a highly conducting fluid and anchored at the boundary
- Averaging principle for diffusion processes via Dirichlet forms
- A NOTE ON AVERAGING AND HOMOGENIZATION
- A uniform asymptotic expansion for stochastic volatility model in pricing multi-asset European options
- Stochastic Liénard equations with random switching and two-time scales
- How additive noise forms and shifts phantom attractors in slow–fast systems
- Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations
- Approximate properties of stochastic functional differential equations with singular perturbations
- On the averaging principle for stochastic differential equations driven by G-Lévy process
- Optimal total variation bounds for stochastic differential delay equations with small noises
- Averaging principle for two time-scale regime-switching processes
- Fast-slow stochastic dynamical system with singular coefficients
- A strong averaging principle rate for two-time-scale coupled forward-backward stochastic differential equations driven by fractional Brownian motion
- The order of convergence in the averaging principle for slow-fast systems of stochastic evolution equations in Hilbert spaces
- Higher-order approximations in the averaging principle of multiscale systems
- Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients
- Nonlinear model reduction for slow-fast stochastic systems near unknown invariant manifolds
- Poisson Equation on Wasserstein Space and Diffusion Approximations for Multiscale McKean–Vlasov Equation
- Model reduction of multi-scale chemical Langevin equations
- Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations
- Asymptotic behavior for multi-scale SDEs with monotonicity coefficients driven by Lévy processes
- Stochastic averaging for a type of fractional differential equations with multiplicative fractional Brownian motion
- Second-order fast-slow stochastic systems
- Phantom attractors in a single-degree-of-freedom smooth system under additive stochastic excitation
- Strong convergence of multi-scale stochastic differential equations with a full dependence
- Uniform large deviation principle for slow-fast McKean-Vlasov equations
- Averaging principle for a general class of periodic functions in discrete spaces
- Averaging principle for multiscale forward-backward stochastic differential equations, with application to quasi-linear PDE's
- On the reduction of stochastic chemical reaction networks
- Averaging principle for SDEs with singular drifts driven by -stable processes
- Large deviation principle for two time-scale regime-switching processes
- Asymptotic optimality of a class of controlled non-Markov processes
- Strong convergence rate of principle of averaging for jump-diffusion processes
- Poisson equation and application to multi-scale SDEs with state-dependent switching
- Optimal convergence rates in the averaging principle for multiscale FBSDEs with Lipschitz coefficients
- Strong and weak quantitative estimates in slow-fast diffusions using filtering techniques
- On the averaging principle for stochastic delay differential equations with jumps
- Global optimization using diffusion perturbations with large noise intensity
This page was built for publication: On Averaging Principles: An Asymptotic Expansion Approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4652456)
