An averaging principle for stochastic differential delay equations driven by time-changed Lévy noise
From MaRDI portal
Publication:2156735
DOI10.1007/s10473-022-0208-7OpenAlexW4226192605WikidataQ115384354 ScholiaQ115384354MaRDI QIDQ2156735
Guang Jun Shen, Wentao Xu, Jiang-Lun Wu
Publication date: 20 July 2022
Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10473-022-0208-7
Stochastic functional-differential equations (34K50) Averaging for functional-differential equations (34K33)
Related Items
On a class of distribution dependent stochastic differential equations driven by time-changed Brownian motions, Transportation inequalities for stochastic differential equations driven by the time-changed Brownian motion
Cites Work
- Unnamed Item
- Unnamed Item
- Stochastic solution of fractional Fokker-Planck equations with space-time-dependent coefficients
- Space-time fractional stochastic partial differential equations
- On time-changed Gaussian processes and their associated Fokker-Planck-Kolmogorov equations
- Stochastic calculus for a time-changed semimartingale and the associated stochastic differential equations
- Stochastic climate dynamics: random attractors and time-dependent invariant measures
- An averaging principle for stochastic dynamical systems with Lévy noise
- Averaging principle for one dimensional stochastic Burgers equation
- An averaging principle for stochastic fractional differential equations with time-delays
- Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations
- An averaging principle for two-time-scale stochastic functional differential equations
- Stochastic averaging principle for distribution dependent stochastic differential equations
- Averaging principle for fractional heat equations driven by stochastic measures
- Semi-implicit Euler-Maruyama method for non-linear time-changed stochastic differential equations
- Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients
- Stability of the solution of stochastic differential equation driven by time-changed Lévy noise
- Lévy Processes and Stochastic Calculus
- Apporoximate solutions for stochastic differential equations with pathwise uniqueness
- Beyond the Triangle
- Stability analysis for a class of nonlinear time-changed systems
