Fast-slow-coupled stochastic functional differential equations
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Singular perturbations of functional-differential equations (34K26) Averaging for functional-differential equations (34K33) Stochastic functional-differential equations (34K50) Martingales with continuous parameter (60G44) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)
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Cites work
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Cited in
(19)- An averaging principle for two-time-scale stochastic functional differential equations
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- A strong averaging principle rate for two-time-scale coupled forward-backward stochastic differential equations driven by fractional Brownian motion
- Asymptotic behavior for multi-scale SDEs with monotonicity coefficients driven by Lévy processes
- Weak convergence and stability of functional diffusion systems with singularly perturbed regime switching
- Weak convergence of McKean-Vlasov stochastic differential equations with two-time-scale Markov switching
- Strong averaging principle for nonautonomous multi-scale SPDEs with fully local monotone and almost periodic coefficients
- Spreading dynamics of stochastic Fisher-KPP equations perturbed by mean-reverting processes
- Weak convergence and diffusion approximation of singularly perturbed stochastic differential equation with state-dependent switching
- Convergence rates in the averaging principle for two time-scales stochastic partial differential equations driven by fractional Brownian motion
- Diffusion approximation and stability of stochastic differential equations with singular perturbation
- Averaging principle for slow-fast systems of rough differential equations via controlled paths
- Two-time-scale stochastic functional differential equations: inclusion of infinite delay and coupled segment processes
- Systems of singularly perturbed forward-backward stochastic differential equations and control problems
- Near-optimal controls of two-time scale functional diffusion systems
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