Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations

DOI10.1016/J.NA.2017.05.005MaRDI QIDQ2011508zbMATHOpenAlexFDO

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

zbMATH Keywords

fractional Brownian motiondiffusion processstochastic averagingstochastic partial differential equationmild solution

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) Diffusion processes (60J60) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited in

(38)

• An averaging principle for two-scale stochastic partial differential equations
• Stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients
• Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations
• Averaging principle for equation driven by a stochastic measure
• Diffusion approximation for multi-scale stochastic reaction-diffusion equations
• Strong convergence in the \(p\)th-mean of an averaging principle for two-time-scales SPDEs with jumps
• Averaging Principle for Two Time-Scales Stochastic Partial Differential Equations with Reflection
• Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion
• Averaging of neutral stochastic partial functional differential equations involving delayed impulses
• Averaging principle for stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable process
• Averaging principles for two-time-scale neutral stochastic delay partial differential equations driven by fractional Brownian motions
• Averaging principle for the heat equation driven by a general stochastic measure
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• Existence, uniqueness, and averaging principle for Hadamard Itô–Doob stochastic delay fractional integral equations
• Almost sure averaging for evolution equations driven by fractional Brownian motions
• Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes
• Strong averaging principle for two-time-scale non-autonomous stochastic FitzHugh-Nagumo system with jumps
• Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes
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• An averaging principle for slow-fast fractional stochastic parabolic equations on unbounded domains
• A note on strong convergence rate in averaging principle for stochastic FitzHugh–Nagumo system with two time-scales
• Averaging principle for a stochastic coupled fast-slow atmosphere-ocean model
• Averaging, homogenization and slow manifolds for stochastic partial differential equations

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