Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion
From MaRDI portal
Publication:1730386
DOI10.1016/j.nahs.2018.10.002zbMath1418.60083OpenAlexW2899645828MaRDI QIDQ1730386
Publication date: 6 March 2019
Published in: Nonlinear Analysis. Hybrid Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.nahs.2018.10.002
Gaussian processes (60G15) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items
Stochastic pseudo-parabolic equations with fractional derivative and fractional Brownian motion, The averaging method for doubly perturbed distribution dependent SDEs, Global attracting set and exponential decay of coupled neutral SPDEs driven by fractional Brownian motion, Stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients, Stochastic Averaging Principle for Mixed Stochastic Differential Equations, Continuity with respect to the Hurst parameter of solutions to stochastic evolution equations driven by \(H\)-valued fractional Brownian motion, On a fractional Rayleigh–Stokes equation driven by fractional Brownian motion, Approximate controllability and optimal control in fractional differential equations with multiple delay controls, fractional Brownian motion with Hurst parameter in \(0<H<\frac{1}{2}\), and Poisson jumps, Stochastic averaging principle for two-time-scale SPDEs driven by fractional Brownian motion with distribution dependent coefficients, New results for stochastic fractional pseudo-parabolic equations with delays driven by fractional Brownian motion, On the averaging principle of Caputo type neutral fractional stochastic differential equations, Averaging principles for nonautonomous two-time-scale stochastic reaction-diffusion equations with jump, \(L^{p}\) (\(p>2\))-strong convergence of multiscale integration scheme for jump-diffusion systems, Viability for coupled SDEs driven by fractional Brownian motion, Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations, Averaging principle for neutral stochastic functional differential equations with impulses and non-Lipschitz coefficients, Optimal strong convergence rates of some Euler-type timestepping schemes for the finite element discretization SPDEs driven by additive fractional Brownian motion and Poisson random measure
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Strong averaging principle for slow-fast SPDEs with Poisson random measures
- Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion
- Impulsive neutral stochastic functional integro-differential equations with infinite delay driven by fBm
- Strong and weak orders in averaging for SPDEs
- Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space
- Stochastic averaging principle for dynamical systems with fractional Brownian motion
- Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles
- The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion
- Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations
- Averaging principle for a class of stochastic reaction-diffusion equations
- Semigroups of linear operators and applications to partial differential equations
- Stochastic averaging: An approximate method of solving random vibration problems
- Evolution equations driven by a fractional Brownian motion
- Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes
- An averaging principle for stochastic differential delay equations with fractional Brownian motion
- Measuring anti-correlations in the nordic electricity spot market by wavelets
- Long memory continuous time models
- Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations
- Strong convergence in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales
- A Khasminskii type averaging principle for stochastic reaction-diffusion equations
- Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion
- FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES
- The Malliavin Calculus and Related Topics
- Stochastic Averaging of Dynamical Systems with Multiple Time Scales Forced with $\alpha$-Stable Noise
- Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise
- Stochastic Calculus for Fractional Brownian Motion and Applications
- On estimating a dynamic function of a stochastic system with averaging
- Stochastic differential equations. An introduction with applications.
