An averaging principle for McKean-Vlasov-type Caputo fractional stochastic differential equations
From MaRDI portal
Publication:2240203
Recommendations
- Averaging principle for a type of Caputo fractional stochastic differential equations
- An averaging principle for stochastic differential equations of fractional order \(0 < \alpha < 1\)
- The averaging principle for stochastic differential equations with Caputo fractional derivative
- An averaging principle for Caputo fractional stochastic differential equations with compensated Poisson random measure
- Limit behavior of the solution of Caputo-Hadamard fractional stochastic differential equations
Cites work
- scientific article; zbMATH DE number 3366247 (Why is no real title available?)
- A generalized Gronwall inequality and its application to a fractional differential equation
- An averaging principle for multivalued stochastic differential equations
- An averaging principle for stochastic dynamical systems with Lévy noise
- An averaging principle for stochastic fractional differential equations with time-delays
- Asymptotic behavior of stochastic lattice systems with a Caputo fractional time derivative
- Averaging principle for SDEs of neutral type driven by G-Brownian motion
- Distribution dependent SDEs for Landau type equations
- Distribution dependent SDEs with singular coefficients
- Fractional Hausdorff grey model and its properties
- Grey system model with the fractional order accumulation
- Invariant manifolds for stochastic partial differential equations.
- On Yosida approximations of McKean-Vlasov type stochastic evolution equations
- On the averaging principle for stochastic delay differential equations with jumps
- Smooth stable and unstable manifolds for stochastic evolutionary equations
- Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
- Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations
- Strong convergence of neutral stochastic functional differential equations with two time-scales
- The averaging method for multivalued SDEs with jumps and non-Lipschitz coefficients
- The averaging principle for stochastic differential equations with Caputo fractional derivative
- Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles
Cited in
(10)- Stochastic averaging principle for multi-valued McKean-Vlasov stochastic differential equations
- The existence and averaging principle for Caputo fractional stochastic delay differential systems
- Averaging principle for a type of Caputo fractional stochastic differential equations
- Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical α-stable process
- Stochastic averaging principle for McKean-Vlasov SDEs driven by Lévy noise
- Limit behavior of the solution of Caputo-Hadamard fractional stochastic differential equations
- Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations
- Second-order McKean-Vlasov stochastic evolution equation driven by Poisson jumps: existence, uniqueness and averaging principle
- On the averaging principle of Caputo type neutral fractional stochastic differential equations
- An averaging principle for Caputo fractional stochastic differential equations with compensated Poisson random measure
This page was built for publication: An averaging principle for McKean-Vlasov-type Caputo fractional stochastic differential equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2240203)
