Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion
DOI10.3934/dcdsb.2015.20.2257zbMath1335.34090OpenAlexW2552994300MaRDI QIDQ258312
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
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging method for ordinary differential equations (34C29) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10) Singular perturbations for ordinary differential equations (34E15)
Related Items (26)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Hunting French ducks in a noisy environment
- Average and deviation for slow-fast stochastic partial differential equations
- Stochastic averaging principle for dynamical systems with fractional Brownian motion
- 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
- 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
- Stochastic calculus for fractional Brownian motion and related processes.
- 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
- Effects of noise on elliptic bursters
- Stochastic integration with respect to the 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
- Stochastic Calculus for Fractional Brownian Motion and Applications
- On Stochastic Processes Defined by Differential Equations with a Small Parameter
- Fractional Brownian Motions, Fractional Noises and Applications
- On estimating a dynamic function of a stochastic system with averaging
This page was built for publication: Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion