Averaging principle for stochastic differential equations under a weak condition
From MaRDI portal
Publication:3388176
DOI10.1063/5.0031030zbMath1451.60058OpenAlexW3116808290WikidataQ104678099 ScholiaQ104678099MaRDI QIDQ3388176
Zhongkai Guo, Guangying Lv, Jin-Long Wei
Publication date: 11 January 2021
Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1063/5.0031030
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging method for ordinary differential equations (34C29) Ordinary differential equations and systems with randomness (34F05)
Related Items
Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion, Optimal index and averaging principle for Itô–Doob stochastic fractional differential equations, On a class of distribution dependent stochastic differential equations driven by time-changed Brownian motions, Averaging Principle for Stochastic Tidal Dynamics Equations, Averaging principle for stochastic differential equations with monotone condition, Stochastic averaging principle for distribution dependent stochastic differential equations, Averaging principle for a type of Caputo fractional stochastic differential equations
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles
- Average and deviation for slow-fast stochastic partial differential equations
- An averaging principle for stochastic dynamical systems with Lévy noise
- Averaging principle for a class of stochastic reaction-diffusion equations
- Weak order in averaging principle for stochastic wave equation with a fast oscillation
- Averaging principle for one dimensional stochastic Burgers equation
- The averaging principle for stochastic differential equations with Caputo fractional derivative
- An averaging principle for stochastic fractional differential equations with time-delays
- Averaging principle for fractional heat equations driven by stochastic measures
- Averaging principle for slow-fast stochastic Burgers equation driven by \(\alpha \)-stable process
- Averaging principle for stochastic Korteweg-de Vries equation
- The averaging method for multivalued SDEs with jumps and non-Lipschitz coefficients
- Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
- A Khasminskii type averaging principle for stochastic reaction-diffusion equations
- Averaging Principle for Systems of Reaction-Diffusion Equations with Polynomial Nonlinearities Perturbed by Multiplicative Noise
- An averaging principle for fractional stochastic differential equations with Lévy noise
- An averaging principle for stochastic switched systems with Lé vy noise