Asymptotic theory of mixing stochastic ordinary differential equations

Brownian motion (60J65) Limit theorems in probability theory (60F99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

Title not available (Why is that?)
On the theory of optimal control. Sufficient coordinates
Title not available (Why is that?)
A limit theorem with strong mixing in banach space and two applications to stochastic differential equations
On degenerate elliptic-parabolic operators of second order and their associated diffusions
Title not available (Why is that?)
Random evolutions: A survey of results and problems
The geometry of coupled mode propagation in one‐dimensional random media
Stochastically perturbed dynamical systems
Title not available (Why is that?)
A kinetic theory for power transfer in stochastic systems

Cited In (83)

Enhancing the description of multi-time-scale geophysical phenomena: incorporating finite time scale separation and feedback, illustrated with the case of a 1D variable of interest
Zur Integration stochastischer Systeme mit st�ckweise linearen Kennlinien
A NOISY SYSTEM WITH A FLATTENED HAMILTONIAN AND MULTIPLE TIME SCALES
Approximating multiple itô integrals with "band limited" processes
Almost sure diffusion approximation in averaging via rough paths theory
Stratonovich–Khasminskii averaging principle for multiscale random Korteweg–de Vries-Burgers equation
Wave propagation in random two-dimensional turbulence: a multiscale approach
Wave propagation in random media: beyond Gaussian statistics
Strong diffusion approximation in averaging with dynamical systems fast motions
Averaging principle for multiscale nonautonomous random 2D Navier-Stokes system
Reduced α-stable dynamics for multiple time scale systems forced with correlated additive and multiplicative Gaussian white noise
Stochastic feedback design for a class of non-linear singularly perturbed systems
Master equations: A survey of rigorous results
Asymptotic distributions of solutions of ordinary differential equations with wide band noise inputs: approximate invariant measures
Strong diffusion approximation in averaging and value computation in Dynkin's games
Decay of an internal tide due to random topography in the ocean
Stochastic differential equations in mathematical demography: A review
Rough homogenisation with fractional dynamics
Time harmonic wave propagation in one dimensional weakly randomly perturbed periodic media
Smooth approximation of stochastic differential equations
Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics
Boundary layer analysis for the stochastic nonlinear reaction-diffusion equations
Approximation and decomposition of singularly perturbed stochastic hybrid systems
Mean square stabilization of linear systems by mean zero noise
Asymptotic theory of noncentered mixing stochastic differential equations
Weak convergence and approximations for partial differential equations with stochastic coefficients
Smooth random functions, random ODEs, and Gaussian processes
A limit theorem for turbulent diffusion
Light propagation in square law media with random imperfections.
Generating diffusions with fractional Brownian motion
Asymptotic behavior of differential equations driven by periodic and random processes with slowly decaying correlations
A ghost imaging modality in a random waveguide
Asymptotic analysis of transport processes
A martingale method for the convergence of a sequence of processes to a jump-diffusion process
Stochastic Averaging of Dynamical Systems with Multiple Time Scales Forced with $\alpha$-Stable Noise
Random environments and stochastic calculus
Pulse stabilization in a strongly heterogeneous layered medium
Nonlinear vibrations of offshore structures under random wave excitation
Reflection of wavefronts by randomly layered media
A stochastic model of IndoPacific sea surface temperature anomalies
Gaussian convergence for stochastic acceleration of $\mathcal {N}$ particles in the dense spectrum limit
Nonlinear Schrödinger equation with a white-noise potential: phase-space approach to spread and singularity
Kernel Analog Forecasting: Multiscale Test Problems
On stochastic parameter estimation using data assimilation
The nonlinear Schrödinger equation with white noise dispersion
An eddifying Stommel model: fast eddy effects in a two-box ocean
Deterministic homogenization for fast-slow systems with chaotic noise
Stochastic perturbations of periodic orbits with sliding
Weak convergence of discrete time non-Markovian processes related to selection models in population genetics
Propagation in a randomly perturbed multimode matched waveguide
Paraxial Coupling of Propagating Modes in Three-Dimensional Waveguides with Random Boundaries
Electromagnetic Wave Propagation in Random Waveguides
Averaging principles for stochastic 2D Navier-Stokes equations
Polarization effects for electromagnetic wave propagation in random media
Asymptotic analysis of a certain random differential equation
Limits of random differential equations on manifolds
The birth of random evolutions
Geophysical flows under location uncertainty, Part II Quasi-geostrophy and efficient ensemble spreading
A comparative study of two stochastic mode reduction methods
An asymptotic analysis of a generalized Langevin equation
Stochastic averaging with a flattened Hamiltonian: A Markov process on a stratified space (a whiskered sphere)
Wave Propagation in Randomly Perturbed Weakly Coupled Waveguides
Pulse propagation in time dependent randomly layered media
On the moment stability of stochastic parametrically forced equations with rank one forcing
Asymptotic distributions of solutions of ordinary differential equations with wide band noise inputs: approximate invariant measures
A weak overdamped limit theorem for Langevin processes
How close are time series to power tail Lévy diffusions?
Ergodic and quasideterministic properties of finite-dimensional stochastic systems
Limits for parabolic partial differential equations with wide band stochastic coefficients andan application to filtering theory
An asymptotic limit law with a singularly perturbed drift and a random noise
Asymptotic analysis of deterministic and stochastic equations with rapidly varying components
M�langes d'�quations diff�rentielles et grands �carts � la loi des grands nombres
Diffusion of power in randomly perturbed Hamiltonian partial differential equations
Quantifying truncation-related uncertainties in unsteady fluid dynamics reduced order models
Propagation of initially plane waves in the region of random caustics
Scaling limits and homogenization of mixing Hamilton-Jacobi equations
A functional limit theorem for waves reflected by a random medium
A stochastic complex model with random imaginary noise
Wave propagation and imaging in moving random media
Stochastic differential equations in mathematical demography: A review
Pulse reflection in a random waveguide with a turning point
Localization and mode conversion for elastic waves in randomly layered media. I
Localization and mode conversion for elastic waves in randomly layered media. II

This page was built for publication: Asymptotic theory of mixing stochastic ordinary differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4776691)