| Publication | Date of Publication | Type |
|---|
Almost sure averaging for evolution equations driven by fractional Brownian motions
SIAM Journal on Applied Dynamical Systems | 2024-12-06 | Paper |
Averaging principles for two-time-scale neutral stochastic delay partial differential equations driven by fractional Brownian motions
Stochastics | 2024-12-03 | Paper |
Precise Laplace approximation for mixed rough differential equation
Journal of Differential Equations | 2024-11-27 | Paper |
Averaging principle for McKean-Vlasov SDEs driven by FBMs
Qualitative Theory of Dynamical Systems | 2024-08-28 | Paper |
Stochastic averaging for a type of fractional differential equations with multiplicative fractional Brownian motion
Chaos | 2024-07-12 | Paper |
Rate of convergence for the Smoluchowski-Kramers approximation for distribution-dependent SDEs driven by fractional Brownian motions
Stochastics and Dynamics | 2024-05-17 | Paper |
Averaging principles for mixed fast-slow systems driven by fractional Brownian motion
Kyoto Journal of Mathematics | 2024-01-08 | Paper |
Stochastic averaging for a completely integrable Hamiltonian system with fractional Brownian motion
Stochastics and Dynamics | 2023-09-19 | Paper |
Almost Sure Averaging for Fast-slow Stochastic Differential Equations via Controlled Rough Path
| 2023-07-24 | Paper |
Averaging principle for McKean-Vlasov SDEs driven by multiplicative fractional noise with highly oscillatory drift coefficient
| 2023-06-03 | Paper |
Almost Sure Averaging for Evolution Equations driven by fractional Brownian motions
| 2023-06-03 | Paper |
Corrigendum to: ``Averaging principle for fast-slow system driven by mixed fractional Brownian rough path
Journal of Differential Equations | 2023-03-28 | Paper |
An Averaging Principle for Multi-valued Stochastic Differential Equations Driven by G-Brownian Motion
Stochastic PDEs and Modelling of Multiscale Complex System | 2022-09-30 | Paper |
Positivity of the density for rough differential equations
Journal of Theoretical Probability | 2022-09-29 | Paper |
Precise Laplace approximation for mixed rough differential equation
| 2022-06-13 | Paper |
An averaging principle for stochastic evolution equations with jumps and random time delays
AIMS Mathematics | 2022-04-26 | Paper |
Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: averaging principle
Journal of Mathematical Analysis and Applications | 2022-02-16 | Paper |
Convergence of martingale solutions to the hybrid slow-fast system
Journal of Engineering Mathematics | 2022-02-07 | Paper |
Averaging principle for fast-slow system driven by mixed fractional Brownian rough path
Journal of Differential Equations | 2021-09-23 | Paper |
Mixed stochastic differential equations: averaging principle result
Applied Mathematics Letters | 2020-12-03 | Paper |
Stochastic averaging for non-Lipschitz multi-valued stochastic differential equations driven by G-Brownian motion
| 2020-08-16 | Paper |
Positivity of the density for rough differential equations
| 2020-06-16 | Paper |
Pathwise unique solutions and stochastic averaging for mixed stochastic partial differential equations driven by fractional Brownian motion and Brownian motion
| 2020-04-11 | Paper |
Image encryption based on synchronization of fractional chaotic systems
Communications in Nonlinear Science and Numerical Simulation | 2020-02-27 | Paper |
Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion
Discrete and Continuous Dynamical Systems. Series B | 2020-01-15 | Paper |
Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
Applied Mathematics Letters | 2019-11-21 | Paper |
Random attractors for stochastic differential equations driven by two-sided Lévy processes
Stochastic Analysis and Applications | 2019-10-29 | Paper |
Averaging principles for non-autonomous two-time-scale stochastic reaction-diffusion equations with polynomial growth
| 2019-04-23 | Paper |
An averaging principle for stochastic differential delay equations with fractional Brownian motion
Abstract and Applied Analysis | 2019-02-14 | Paper |
On the non-Lipschitz stochastic differential equations driven by fractional Brownian motion
Advances in Difference Equations | 2018-12-03 | Paper |
Stochastic averaging principles for multi-valued stochastic differential equations driven by Poisson point processes
Stochastic Analysis and Applications | 2018-10-09 | Paper |
Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes
Stochastics and Dynamics | 2018-08-29 | Paper |
Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise
Applied Mathematics and Computation | 2018-08-21 | Paper |
Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes
Nonlinear Analysis. Hybrid Systems | 2018-01-19 | Paper |
Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2017-08-03 | Paper |
Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching
Stochastic Analysis and Applications | 2017-05-16 | Paper |
Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion
Stochastics and Dynamics | 2017-03-27 | Paper |
Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles
Journal of Mathematical Analysis and Applications | 2016-11-02 | Paper |
Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion
Discrete and Continuous Dynamical Systems. Series B | 2016-03-10 | Paper |
Mild solutions of local non-Lipschitz stochastic evolution equations with jumps
Applied Mathematics Letters | 2015-12-23 | Paper |
L^p(p>2)-strong convergence in stochastic averaging principle for two time-scales stochastic evolution equations driven by L\'evy process
| 2015-11-11 | Paper |
Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise
Mathematical Methods in the Applied Sciences | 2015-07-30 | Paper |
Convergence of martingale solutions to the hybrid slow-fast system
| N/A | Paper |
