Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes
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Cited in
(25)- Strong convergence in the pth-mean of an averaging principle for two-time-scales SPDEs with jumps
- Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes
- Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: averaging principle
- An averaging principle for stochastic evolution equations with jumps and random time delays
- Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching
- Averaging principles for nonautonomous two-time-scale stochastic reaction-diffusion equations with jump
- 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
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- Poisson equation and application to multi-scale SDEs with state-dependent switching
- Distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
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