Averaging of stochastic systems of integral-differential equations with Poisson noise

DOI10.1007/BF01060515zbMath0735.60060MaRDI QIDQ1814486

V. G. Kolomiets, A. I. Mel'nikov, T. M. Mukhitdinov

Publication date: 25 June 1992

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

integro-differential equationsaveraging in finite interval

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (13)

The averaging method for stochastic differential delay equations under non-Lipschitz conditions ⋮ Periodic averaging method for impulsive stochastic dynamical systems driven by fractional Brownian motion under non-Lipschitz condition ⋮ Strong averaging along foliated Lévy diffusions with heavy tails on compact leaves ⋮ Hadamard Itô-Doob stochastic fractional order systems ⋮ Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion ⋮ An averaging principle for stochastic differential delay equations with fractional Brownian motion ⋮ Bogoliubov averaging principle of stochastic reaction-diffusion equation ⋮ An averaging principle for stochastic dynamical systems with Lévy noise ⋮ Stochastic averaging principles for multi-valued stochastic differential equations driven by poisson point Processes ⋮ On the averaging principle for stochastic delay differential equations with jumps ⋮ Approximation properties for solutions to Itô–Doob stochastic fractional differential equations with non-Lipschitz coefficients ⋮ Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise ⋮ Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion

Cites Work

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