Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations
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Publication:2011508
DOI10.1016/J.NA.2017.05.005zbMATH Open1370.60108OpenAlexW2731811068MaRDI QIDQ2011508FDOQ2011508
Authors: Bin Pei, Yong Xu, George Yin 
Publication date: 3 August 2017
Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.na.2017.05.005
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Cited In (37)
- Averaging principle for the heat equation driven by a general stochastic measure
- Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes
- Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion
- Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion
- Existence, uniqueness, and averaging principle for Hadamard Itô–Doob stochastic delay fractional integral equations
- Hadamard Itô-Doob stochastic fractional order systems
- A note on strong convergence rate in averaging principle for stochastic FitzHugh–Nagumo system with two time-scales
- Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: averaging principle
- Averaging principle for two-time-scale stochastic differential equations with correlated noise
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- Averaging principle for impulsive stochastic partial differential equations
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- Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles
- Approximation properties for solutions to Itô-Doob stochastic fractional differential equations with non-Lipschitz coefficients
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