Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes

DOI10.1142/S0219493718500235zbMATH Open1394.60036MaRDI QIDQ4584277FDOQ4584277

Authors: Bin Pei, Yong Xu, George Yin 

Publication date: 29 August 2018

Published in: Stochastics and Dynamics (Search for Journal in Brave)

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zbMATH Keywords

fractional Brownian motionrandom delaystochastic partial differential equationaveraging principleMarkov switching processtwo-time scale approach

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22)

Cites Work

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Cited In (21)

• Dynamics and response reshaping of nonlinear predator-prey system undergoing random abrupt disturbances
• Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes
• Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion
• Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
• 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
• Strong convergence in the \(p\)th-mean of an averaging principle for two-time-scales SPDEs with jumps
• Stochastic Averaging Principle for Mixed Stochastic Differential Equations
• Averaging principle for impulsive stochastic partial differential equations
• Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching
• Averaging principle for non‐Lipschitz fractional stochastic evolution equations with random delays modulated by two‐time‐scale Markov switching processes
• Stochastic averaging principles for multi-valued stochastic differential equations driven by Poisson point processes
• Averaging principles for two-time-scale neutral stochastic delay partial differential equations driven by fractional Brownian motions
• Characterising stochastic motion in heterogeneous media driven by coloured non-Gaussian noise
• An averaging principle for stochastic evolution equations with jumps and random time delays
• Averaging Principle for Two Time-Scales Stochastic Partial Differential Equations with Reflection
• Averaging principles for nonautonomous two-time-scale stochastic reaction-diffusion equations with jump
• Stochastic averaging for a completely integrable Hamiltonian system with fractional Brownian motion
• Averaging principle for McKean-Vlasov SDEs with Lévy noise and Hölder coefficients
• Strong convergence rate for slow-fast stochastic differential equations with Markovian switching
• Approximation properties for solutions to Itô-Doob stochastic fractional differential equations with non-Lipschitz coefficients

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