Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes
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Publication:4584277
DOI10.1142/S0219493718500235zbMATH Open1394.60036MaRDI QIDQ4584277FDOQ4584277
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Cited in
(21)- Averaging principle for non‐Lipschitz fractional stochastic evolution equations with random delays modulated by two‐time‐scale Markov switching processes
- Stochastic averaging for a completely integrable Hamiltonian system with fractional Brownian motion
- Strong convergence in the \(p\)th-mean of an averaging principle for two-time-scales SPDEs with jumps
- Averaging Principle for Two Time-Scales Stochastic Partial Differential Equations with Reflection
- Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
- Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion
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