Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion
DOI10.3934/DCDSB.2015.20.2257zbMATH Open1335.34090OpenAlexW2552994300MaRDI QIDQ258312FDOQ258312
Authors: Yong Xu, Bin Pei, Rong Guo
Publication date: 10 March 2016
Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcdsb.2015.20.2257
Recommendations
- Stochastic averaging principle for dynamical systems with fractional Brownian motion
- Averaging dynamics driven by fractional Brownian motion
- 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
- Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging method for ordinary differential equations (34C29) Singular perturbations for ordinary differential equations (34E15) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10)
Cites Work
- Fractional Brownian Motions, Fractional Noises and Applications
- Stochastic calculus for fractional Brownian motion and related processes.
- Stochastic integration with respect to the fractional Brownian motion
- Title not available (Why is that?)
- Stochastic Calculus for Fractional Brownian Motion and Applications
- Stochastic averaging: An approximate method of solving random vibration problems
- The averaging method for a class of stochastic differential equations
- An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
- Bifurcations of mixed-mode oscillations in a three-variable autonomous Van der Pol-Duffing model with a cross-shaped phase diagram
- An averaging principle for stochastic differential delay equations with fractional Brownian motion
- Averaging of stochastic systems of integral-differential equations with Poisson noise
- Giant squid-hidden canard: the 3D geometry of the Hodgkin-Huxley model
- On the theory of optimal control. Sufficient coordinates
- FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
- The effect of additive noise on dynamical hysteresis
- Bursting Oscillations Induced by Small Noise
- Hopf Bifurcation in the Presence of Both Parametric and External Stochastic Excitations
- Hunting French ducks in a noisy environment
- Title not available (Why is that?)
- Average and deviation for slow-fast stochastic partial differential equations
- Effects of noise on elliptic bursters
- Stochastic averaging principle for dynamical systems with fractional Brownian motion
- Mixed-mode oscillations in a three time-scale model for the dopaminergic neuron
- Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise
- On Stochastic Processes Defined by Differential Equations with a Small Parameter
- Title not available (Why is that?)
- On estimating a dynamic function of a stochastic system with averaging
- Itô's formula with respect to fractional Brownian motion and its application
- An averaging principle for stochastic dynamical systems with Lévy noise
- Averaging of systems of differential inclusions with slow and fast variables
Cited In (44)
- Moderate deviation principle for multiscale systems driven by fractional Brownian motion
- Transient response of the time-delay system excited by Gaussian noise based on complex fractional moments
- 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
- Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
- Stochastic averaging principle for dynamical systems with fractional Brownian motion
- Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations
- Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: averaging principle
- Stochastic averaging for a type of fractional differential equations with multiplicative fractional Brownian motion
- Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion
- Generating diffusions with fractional Brownian motion
- Moderate deviations for two-time scale systems with mixed fractional Brownian motion
- Strong convergence in the \(p\)th-mean of an averaging principle for two-time-scales SPDEs with jumps
- Slow-fast systems with fractional environment and dynamics
- Stochastic Averaging Principle for Mixed Stochastic Differential Equations
- Averaging principle for McKean-Vlasov SDEs driven by FBMs
- An averaging result for impulsive fractional neutral stochastic differential equations
- Periodic averaging method for impulsive stochastic dynamical systems driven by fractional Brownian motion under non-Lipschitz condition
- \(G\)-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients
- Weak and strong averaging principle for a stochastic coupled fast-slow atmosphere-ocean model with non-Lipschitz Lévy noise
- Corrigendum to: ``Averaging principle for fast-slow system driven by mixed fractional Brownian rough path
- Slow manifold and parameter estimation for a nonlocal fast-slow dynamical system with Brownian motion
- Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients
- Stochastic averaging principles for multi-valued stochastic differential equations driven by Poisson point processes
- Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles
- Averaging principle for a stochastic coupled fast-slow atmosphere-ocean model
- Averaging of neutral stochastic partial functional differential equations involving delayed impulses
- Periodic averaging theorems for neutral stochastic functional differential equations involving delayed impulses
- Averaging principles for two-time-scale neutral stochastic delay partial differential equations driven by fractional Brownian motions
- Almost sure averaging for evolution equations driven by fractional Brownian motions
- Averaging Principle for Two Time-Scales Stochastic Partial Differential Equations with Reflection
- Sample paths estimates for stochastic fast-slow systems driven by fractional Brownian motion
- Averaging dynamics driven by fractional Brownian motion
- Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes
- Averaging principles for nonautonomous two-time-scale stochastic reaction-diffusion equations with jump
- Averaging principle for fast-slow system driven by mixed fractional Brownian rough path
- Averaging method for neutral stochastic delay differential equations driven by fractional Brownian motion
- Averaging principles for mixed fast-slow systems driven by fractional Brownian motion
- Asymptotic preserving schemes for SDEs driven by fractional Brownian motion in the averaging regime
- Slow manifold and averaging for slow-fast stochastic differential system
- On the non-Lipschitz stochastic differential equations driven by fractional Brownian motion
- Approximation properties for solutions to Itô-Doob stochastic fractional differential equations with non-Lipschitz coefficients
- Typical dynamics and fluctuation analysis of slow-fast systems driven by fractional Brownian motion
This page was built for publication: Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q258312)