Asymptotic behavior of differential equations driven by periodic and random processes with slowly decaying correlations
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Publication:3373738
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Theoretical approximation of solutions to ordinary differential equations (34A45) Ordinary differential equations and systems with randomness (34F05)
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- Asymptotic theory of mixing stochastic ordinary differential equations
- Differential equations driven by rough signals
- Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
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- Effective pulse dynamics in optical fibers with polarization mode dispersion
- Flow equations on spaces of rough paths
- Large deviations and support theorem for diffusion processes via rough paths.
- Limit theorem for a differential equation with a long-range random coefficient
- Lévy area of Wiener processes in Banach spaces
- Multi-scaled diffusion-approximation. Applications to wave propagation in random media.
- On the gap between deterministic and stochastic ordinary differential equations
- Stochastic Differential Equations with Applications to Random Harmonic Oscillators and Wave Propagation in Random Media
- Stochastic analysis, rough path analysis and fractional Brownian motions.
- System Control and Rough Paths
Cited in
(12)- An Effective Fractional Paraxial Wave Equation for Wave-Fronts in Randomly Layered Media with Long-Range Correlations
- An oscillator driven by algebraically decorrelating noise
- Limit theorem for a differential equation with a long-range random coefficient
- Randomly coupled differential equations with elliptic correlations
- Limit theorem for a rough differential equation with a negative long-range random coefficient
- Weak approximation of a fractional SDE
- A general framework for waves in random media with long-range correlations
- Rough flows and homogenization in stochastic turbulence
- Finite dimensional behavior of periodic and asymptotically periodic processes
- Asymptotic behavior of oscillatory fractional processes
- Heavy traffic approximations of a queue with varying service rates and general arrivals
- Analysis of a splitting scheme for a class of random nonlinear partial differential equations
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