Strong averaging principle for slow-fast SPDEs with Poisson random measures
From MaRDI portal
(Redirected from Publication:258308)
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Strong limit theorems (60F15) Random measures (60G57) Averaging of perturbations for nonlinear problems in mechanics (70K65) Systems with slow and fast motions for nonlinear problems in mechanics (70K70)
Recommendations
- \(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps
- Strong convergence in the pth-mean of an averaging principle for two-time-scales SPDEs with jumps
- Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles
- Strong convergence rate of the averaging principle for a class of slow–fast stochastic evolution equations
- Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations
Cites work
- scientific article; zbMATH DE number 3366247 (Why is no real title available?)
- A Khasminskii type averaging principle for stochastic reaction-diffusion equations
- Almost sure asymptotic stability of stochastic partial differential equations with jumps
- An averaging principle for stochastic evolution equations. I.
- An averaging principle for two-scale stochastic partial differential equations
- Average and deviation for slow-fast stochastic partial differential equations
- Averaging principle for a class of stochastic reaction-diffusion equations
- Existence, uniqueness and regularity of parabolic SPDEs driven by Poisson random measure
- Jump-diffusions in Hilbert spaces: existence, stability and numerics
- One-dimensional stochastic Burgers equation driven by Lévy processes
- Semigroups of linear operators and applications to partial differential equations
- Stability in distribution of mild solutions to stochastic partial differential delay equations with jumps
- Stochastic Equations in Infinite Dimensions
- Stochastic Partial Differential Equations with Levy Noise
- Stochastic averaging of quasi-partially integrable Hamiltonian systems under combined Gaussian and Poisson white noise excitations
- Stochastic averaging principle for systems with pathwise uniqueness
- Stochastic differential equations. An introduction with applications.
- Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples
- Stochastic partial differential equations driven by Lévy space-time white noise.
- Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems
- Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations
- Strong convergence of principle of averaging for multiscale stochastic dynamical systems
- Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps
- The dynamics of nonlinear reaction-diffusion equations with small Lévy noise
- The existence and asymptotic behaviour of energy solutions to stochastic 2D functional Navier-Stokes equations driven by Lévy processes
- Two-time-scale Jump-Diffusion Models with Markovian Switching Regimes
- Yosida approximations for multivalued stochastic partial differential equations driven by Lévy noise on a Gelfand triple
Cited in
(38)- Orders of convergence in the averaging principle for SPDEs: the case of a stochastically forced slow component
- Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes
- Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion
- Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion
- Asymptotic behavior for multi-scale SDEs with monotonicity coefficients driven by Lévy processes
- Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations
- Strong averaging principle for slow-fast stochastic partial differential equations with locally monotone coefficients
- Averaging principle for two-time-scale stochastic differential equations with correlated noise
- Effective dynamics for a class of stochastic parabolic equation driven by Lévy noise with a fast oscillation
- Strong convergence in the pth-mean of an averaging principle for two-time-scales SPDEs with jumps
- Averaging principle for slow-fast stochastic Burgers equation driven by \(\alpha \)-stable process
- On the averaging principle for SDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients
- Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical α-stable process
- Averaging principle for the higher order nonlinear Schrödinger equation with a random fast oscillation
- Averaging principle for non‐Lipschitz fractional stochastic evolution equations with random delays modulated by two‐time‐scale Markov switching processes
- \(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps
- Strong averaging principle for nonautonomous multi-scale SPDEs with fully local monotone and almost periodic coefficients
- Strong and weak orders in averaging for SPDEs
- Approximate analytical solution in slow-fast system based on modified multi-scale method
- Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles
- Averaging principle for stochastic Kuramoto-Sivashinsky equation with a fast oscillation
- Optimal convergence rates in the averaging principle for slow-fast SPDEs driven by multiplicative noise
- Averaging principle for stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable process
- Large deviations for Lévy diffusions in the small noise regime
- Averaging principle for multi-scale stochastic tamed 3D Navier-Stokes equations driven by Lévy noise
- An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure
- Averaging principles for two-time-scale neutral stochastic delay partial differential equations driven by fractional Brownian motions
- Strong convergence of multi-scale stochastic differential equations with a full dependence
- Orders of strong and weak averaging principle for multi-scale SPDEs driven by \(\alpha \)-stable process
- An averaging principle for stochastic evolution equations with jumps and random time delays
- Averaging principles for nonautonomous two-time-scale stochastic reaction-diffusion equations with jump
- Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process
- Asymptotic analysis of dynamical systems driven by Poisson random measures with periodic sampling
- Averaging principle for Korteweg-de Vries equation with a random fast oscillation
- Averaging principle for stochastic 3D generalized Navier-Stokes equations
- Strong convergence rate of the averaging principle for a class of slow–fast stochastic evolution equations
- Strong convergence of averaging principle for the non‐autonomous slow‐fast systems of SPDEs with polynomial growth
- Averaging principles for multiscale stochastic Cahn-Hilliard system
This page was built for publication: Strong averaging principle for slow-fast SPDEs with Poisson random measures
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q258308)
