Averaging principle on infinite intervals for stochastic ordinary differential equations with Lévy noise
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almost periodic solutionaveraging principleLévy noiseperiodic solutionPoisson stable solutionquasi-periodic solutionstochastic differential equations
Almost and pseudo-almost periodic solutions to ordinary differential equations (34C27) Averaging method for ordinary differential equations (34C29) Notions of recurrence and recurrent behavior in topological dynamical systems (37B20) Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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Cited in
(8)- Periodic averaging method for impulsive stochastic differential equations with Lévy noise
- Averaging principle on infinite intervals for stochastic ordinary differential equations
- Poisson stable solutions for stochastic differential equations with Lévy noise
- An averaging principle for stochastic differential delay equations driven by time-changed Lévy noise
- Averaging principles for stochastic differential equations driven by time-changed Lévy noise
- Averaging principle on semi-axis for semi-linear differential equations
- An averaging principle for stochastic dynamical systems with Lévy noise
- Time-averaging principle for stochastic PDEs driven by Lévy noise
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