On Stochastic Processes Defined by Differential Equations with a Small Parameter

Cited in

(only showing first 100 items - show all)

Normal deviations from the averaged motion for some reaction-diffusion equations with fast oscillating perturbation
Neutral stochastic functional differential equations with additive perturbations
Fluctuations in certain dynamical systems with averaging
A stochastic theory of adiabatic invariance
Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter
Multiple integrals with respect to L-mixing processes
One-dimensional wave propagation and Fokker-Planck's equation
Localization and mode conversion for elastic waves in randomly layered media. I
Large loss networks
A four-thirds law for phase randomization of stochastically perturbed oscillators and related phenomena
Discrete time semigroup transformations with random perturbations
Invariance principles for parabolic equations with random coefficients
Limiting distributions of randomly accelerated motions
Diffusion and memory effects for stochastic processes and fractional Langevin equations
Occupation measures of singularly perturbed Markov chains with absorbing states
A convergence analysis of the perturbed compositional gradient flow: averaging principle and normal deviations
Reflected backward stochastic differential equations with perturbations
Backward stochastic Volterra integral equations with additive perturbations
Strong averaging along foliated Lévy diffusions with heavy tails on compact leaves
A random flight process associated to a Lorentz gas with variable density in a gravitational field
On parameter estimation of the hidden Ornstein-Uhlenbeck process
Limit behavior of two-time-scale diffusions revisited
Stochastic averaging of quasi-partially integrable Hamiltonian systems under combined Gaussian and Poisson white noise excitations
A central limit theorem for singularly perturbed nonstationary finite state Markov chains
Averaging and fluctuations for parabolic equations with rapidly oscillating random coefficients
Multiple decorrelation and rate of convergence in multidimensional limit theorems for the Prokhorov metric.
An averaging principle for dynamical systems in Hilbert space with Markov random perturbations
Perturbed backward stochastic differential equations
Separation of time-scales and model reduction for stochastic reaction networks
Diffusion approximation for multi-scale stochastic reaction-diffusion equations
An averaging principle for two-time-scale stochastic functional differential equations
Stochastic differential equations with perturbations driven by \(G\)-Brownian motion
Averaging principle and normal deviations for multiscale stochastic systems
Perturbed second-order stochastic evolution equations
Averaging principles for stochastic 2D Navier-Stokes equations
There exists the ``smartest movement rate to control the epidemic rather than ``city lockdown
Weak signal detection based on Mathieu-Duffing oscillator with time-delay feedback and multiplicative noise
The birth of random evolutions
Fast-slow-coupled stochastic functional differential equations
The method of averaged models for discrete-time adaptive systems
Homogenization for generalized Langevin equations with applications to anomalous diffusion
Resident-invader dynamics of similar strategies in fluctuating environments
Averaging principle for slow-fast stochastic partial differential equations with Hölder continuous coefficients
Time harmonic wave propagation in one dimensional weakly randomly perturbed periodic media
Quantitative stability estimates for multiscale stochastic dynamical systems
Multiscale analysis of a perpetual American option with the stochastic elasticity of variance
Portfolio optimization for pension plans under hybrid stochastic and local volatility.
On dynamical systems perturbed by a null-recurrent motion: the general case
Nonconventional limit theorems in averaging
A survey of stability of stochastic systems
Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion
Moderate deviations for time-varying dynamic systems driven by non-homogeneous Markov chains with two-time scales
Optimal partition and effective dynamics of complex networks
A martingale method for the convergence of a sequence of processes to a jump-diffusion process
On particle transport processes: A potential theoretic approach
Stochastic stability of coupled linear systems: a survey of methods and results
Averaging principle for complex Ginzburg-Landau equation perturbated by mixing random forces
Investment timing under hybrid stochastic and local volatility
Limits of random differential equations on manifolds
Stochastic Averaging of Dynamical Systems with Multiple Time Scales Forced with \alpha-Stable Noise
Martingales dépendant d'un paramètre: une formule d'Ito
A singularly perturbed stochastic delay system with a small parameter
Stochastic algorithms for computing means of probability measures
Regularly perturbed stochastic differential systems with an internal random noise
Discrete-time singularly perturbed Markov chains: aggregation, occupation measures, and switching diffusion limit
L² Diffusion Approximation for Slow Motion in Averaging
UNIFIED APPROACH FOR NOISY NONLINEAR MATHIEU-TYPE SYSTEMS
Stochastic volatility, smile & asymptotics
Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics
Reduced α-stable dynamics for multiple time scale systems forced with correlated additive and multiplicative Gaussian white noise
The Effect of Noise on a Class of Energy-Based Learning Rules
Reduction of deterministic coupled atmosphere–ocean models to stochastic ocean models: a numerical case study of the Lorenz–Maas system
Limit theorems in averaging for dynamical systems
Stochastic perturbations of periodic orbits with sliding
Edgeworth expansions for slow-fast systems with finite time-scale separation
Coarse graining of nonreversible stochastic differential equations: quantitative results and connections to averaging
Stochastic model reduction for slow-fast systems with moderate time scale separation
Option pricing under hybrid stochastic and local volatility
The Langevin limit of the Nosé-Hoover-Langevin thermostat
EVOLUTION OF ADIABATIC INVARIANTS IN STOCHASTIC AVERAGING
Eddy viscosity for gravity waves propagating over turbulent surfaces
Some analytic approximations for backward stochastic differential equations
On some aspects of the response to stochastic and deterministic forcings
Stochastic bifurcation
Stochastic bifurcation
Fluctuation analysis for a class of nonlinear systems with fast periodic sampling and small state-dependent white noise
Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations
An averaging principle for fast-slow-coupled neutral stochastic differential equations with time-varying delay
Stratonovich–Khasminskii averaging principle for multiscale random Korteweg–de Vries-Burgers equation
Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs
Approximate properties of stochastic functional differential equations with singular perturbations
Effective dynamics for a class of stochastic weakly damped wave equation with a fast oscillation
Approximation of linear controlled dynamical systems with small random noise and fast periodic sampling
Averaging principle for multiscale nonautonomous random 2D Navier-Stokes system
Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients
Averaging and mixing for stochastic perturbations of linear conservative systems
Dynamical random walk on the integers with a drift
Nonlinear model reduction for slow-fast stochastic systems near unknown invariant manifolds
Stochastic response of SDOF self-centering system
Stochastic bifurcation and chaos study for nonlinear ship rolling motion with random excitation and delayed feedback controls

This page was built for publication: On Stochastic Processes Defined by Differential Equations with a Small Parameter

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5553703)