Averaging principle for fractional heat equations driven by stochastic measures
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Cites work
- An averaging principle for stochastic dynamical systems with Lévy noise
- Averaging principle for one dimensional stochastic Burgers equation
- Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients
- Averaging principle for the heat equation driven by a general stochastic measure
- scientific article; zbMATH DE number 53996 (Why is no real title available?)
- scientific article; zbMATH DE number 3242513 (Why is no real title available?)
- scientific article; zbMATH DE number 3366247 (Why is no real title available?)
- Mild solution of the heat equation with a general stochastic measure
- On a stochastic fractional partial differential equation with a fractional noise
- Solving a non-linear stochastic pseudo-differential equation of Burgers type
- Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
- Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion
- Strong averaging principle for two-time-scale SDEs with non-Lipschitz coefficients
- Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles
Cited in
(18)- Averaging principle for the heat equation driven by a general stochastic measure
- Stochastic averaging principle for distribution dependent stochastic differential equations
- Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
- An averaging principle for stochastic differential delay equations driven by time-changed Lévy noise
- Averaging principle for multiscale stochastic fractional Schrödinger equation
- Averaging principle for a stochastic cable equation
- Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion
- Averaging principle for the one-dimensional parabolic equation driven by stochastic measure
- Averaging principle for stochastic differential equations under a weak condition
- Averaging principle for equation driven by a stochastic measure
- Averaging principle for semilinear stochastic partial differential equations involving space-time white noise
- Averaging principle for the wave equation driven by a stochastic measure
- The Burgers-type equation driven by a stochastic measure
- Second-order neutral impulsive stochastic evolution equations with infinite delay: existence, uniqueness and averaging principle
- Stochastic averaging principle for neutral stochastic functional differential equations driven by \(\mathrm{G}\)-Lévy process
- Second-order McKean-Vlasov stochastic evolution equation driven by Poisson jumps: existence, uniqueness and averaging principle
- Regularity of paths of stochastic measures
- Heat equation with a general stochastic measure in a bounded domain
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