ON THE AVERAGING PRINCIPLE FOR SYSTEMS OF STOCHASTIC DIFFERENTIAL EQUATIONS
From MaRDI portal
Publication:3212077
DOI10.1070/SM1991v069n01ABEH001237zbMath0724.60069MaRDI QIDQ3212077
Publication date: 1991
Published in: Mathematics of the USSR-Sbornik (Search for Journal in Brave)
Related Items
Large deviations in fast-slow systems, AN AVERAGING PRINCIPLE FOR TWO-SCALE STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS, Averaging principle for stochastic variational inequalities with application to PDEs with nonlinear Neumann conditions, Periodic averaging method for impulsive stochastic dynamical systems driven by fractional Brownian motion under non-Lipschitz condition, Weak order in averaging principle for stochastic wave equation with a fast oscillation, The Smoluchowski-Kramers limits of stochastic differential equations with irregular coefficients, An averaging principle for slow-fast fractional stochastic parabolic equations on unbounded domains, \(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps, A Khasminskii type averaging principle for stochastic reaction-diffusion equations, Stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients, Strong averaging along foliated Lévy diffusions with heavy tails on compact leaves, Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations, Strong averaging principle for a class of slow-fast singular SPDEs driven by \(\alpha\)-stable process, An averaging principle for fast-slow-coupled neutral stochastic differential equations with time-varying delay, Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs, On the averaging principle for stochastic differential equations driven by \(G\)-Lévy process, The Second Bogolyubov Theorem and Global Averaging Principle for SPDEs with Monotone Coefficients, Averaging principle for stochastic complex Ginzburg-Landau equations, Convergence of the heat kernel approximate solutions of the transport-diffusion equation in the half-space, Orders of strong and weak averaging principle for multi-scale SPDEs driven by \(\alpha \)-stable process, Khasminskii-Whitham averaging for randomly perturbed KdV equation, \(L^p(p > 2)\)-strong convergence of an averaging principle for two-time-scales jump-diffusion stochastic differential equations, The order of convergence in the averaging principle for slow-fast systems of stochastic evolution equations in Hilbert spaces, Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients, Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical α-stable process, Averaging and mixing for stochastic perturbations of linear conservative systems, Nonlinear model reduction for slow-fast stochastic systems near unknown invariant manifolds, Conditional McKean-Vlasov SDEs with jumps and Markovian regime-switching: wellposedness, propagation of chaos, averaging principle, Large deviations for Lévy diffusions in the small noise regime, Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations, Averaging principle for slow-fast stochastic partial differential equations with Hölder continuous coefficients, Weak order in averaging principle for stochastic differential equations with jumps, Strong convergence rate in averaging principle for stochastic FitzHugh-Nagumo system with two time-scales, The averaging principle for non-autonomous slow-fast stochastic differential equations and an application to a local stochastic volatility model, Diffusion approximation for multi-scale stochastic reaction-diffusion equations, Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations, Quantitative stability estimates for multiscale stochastic dynamical systems, Averaging principle for neutral stochastic functional differential equations with impulses and non-Lipschitz coefficients, Averaging principle and normal deviations for multiscale stochastic systems, Averaging principle for the higher order nonlinear Schrödinger equation with a random fast oscillation, Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients, An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure, Diffusion approximation for fully coupled stochastic differential equations, Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations, On the averaging principle for stochastic delay differential equations with jumps, Averaging principle for a class of stochastic reaction-diffusion equations, Stochastic homogenization of multicontinuum heterogeneous flows, Averaging Principle for Nonautonomous Slow-Fast Systems of Stochastic Reaction-Diffusion Equations: The Almost Periodic Case, STOCHASTIC VERSIONS OF ANOSOV'S AND NEISTADT'S THEOREMS ON AVERAGING, Normal deviations from the averaged motion for some reaction-diffusion equations with fast oscillating perturbation, Decomposition of stochastic flow and an averaging principle for slow perturbations, Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process, Stochastic Homogenization of a Convection-Diffusion Equation, Optimal strong convergence rate for a class of McKean-Vlasov SDEs with fast oscillating perturbation, Adaptive drift estimation for nonparametric diffusion model., Strong convergence in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales, Averaging principle for two-time-scale stochastic differential equations with correlated noise
