Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion
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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)
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Cites work
- scientific article; zbMATH DE number 1239549 (Why is no real title available?)
- scientific article; zbMATH DE number 785439 (Why is no real title available?)
- scientific article; zbMATH DE number 3366247 (Why is no real title available?)
- An averaging principle for stochastic differential delay equations with fractional Brownian motion
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- Bifurcations of mixed-mode oscillations in a three-variable autonomous Van der Pol-Duffing model with a cross-shaped phase diagram
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- Effects of noise on elliptic bursters
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- Hunting French ducks in a noisy environment
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Cited in
(44)- Typical dynamics and fluctuation analysis of slow-fast systems driven by fractional Brownian motion
- Approximation properties for solutions to Itô-Doob stochastic fractional differential equations with non-Lipschitz coefficients
- 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 principle for dynamical systems with fractional Brownian motion
- Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard 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
- Strong convergence in the \(p\)th-mean of an averaging principle for two-time-scales SPDEs with jumps
- Moderate deviations for two-time scale systems with mixed fractional Brownian motion
- 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
- Slow manifold and parameter estimation for a nonlocal fast-slow dynamical system with Brownian motion
- Corrigendum to: ``Averaging principle for fast-slow system driven by mixed fractional Brownian rough path
- Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients
- 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
- Stochastic averaging principles for multi-valued stochastic differential equations driven by Poisson point processes
- 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
- Sample paths estimates for stochastic fast-slow systems driven by fractional Brownian motion
- Averaging dynamics driven by fractional Brownian motion
- Averaging principle for fast-slow system driven by mixed fractional Brownian rough path
- Averaging principles for nonautonomous two-time-scale stochastic reaction-diffusion equations with jump
- Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes
- Averaging method for neutral stochastic delay differential equations driven by fractional Brownian motion
- Averaging Principle for Two Time-Scales Stochastic Partial Differential Equations with Reflection
- Asymptotic preserving schemes for SDEs driven by fractional Brownian motion in the averaging regime
- Slow manifold and averaging for slow-fast stochastic differential system
- Averaging principles for mixed fast-slow systems driven by fractional Brownian motion
- On the non-Lipschitz stochastic differential equations driven by fractional Brownian motion
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