Averaging principle for two-time-scale stochastic differential equations with correlated noise
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- A Khasminskii type averaging principle for stochastic reaction-diffusion equations
- An averaging principle for two-scale stochastic partial differential equations
- Average and deviation for slow-fast stochastic partial differential equations
- Averaging principle and systems of singularly perturbed stochastic differential equations
- Averaging principle for a class of stochastic reaction-diffusion equations
- Averaging principle for systems of reaction-diffusion equations with polynomial nonlinearities perturbed by multiplicative noise
- Long-time behavior of weakly coupled oscillators
- Multiscale Methods
- ON THE AVERAGING PRINCIPLE FOR SYSTEMS OF STOCHASTIC DIFFERENTIAL EQUATIONS
- On Poisson equation and diffusion approximation. II.
- On large deviations in the averaging principle for SDEs with a ``full dependence
- On the Poisson equation and diffusion approximation. I
- On the Poisson equation and diffusion approximation. III
- Stochastic averaging principle for systems with pathwise uniqueness
- Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems
- Strong and weak orders in averaging for SPDEs
- Strong averaging principle for slow-fast SPDEs with Poisson random measures
- Strong averaging principle for two-time-scale non-autonomous stochastic FitzHugh-Nagumo system with jumps
- Strong convergence in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales
- Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations
- Strong convergence of projective integration schemes for singularly perturbed stochastic differential systems
- Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles
- Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles
- \(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps
Cited in
(4)- An Averaging Principle for Fast Degrees of Freedom Exhibiting Long-Term Correlations
- Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations
- Stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients
- Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles
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