Asymptotic theory of mixing stochastic ordinary differential equations
From MaRDI portal
(Redirected from Publication:4776691)
Cites work
- scientific article; zbMATH DE number 3432831 (Why is no real title available?)
- scientific article; zbMATH DE number 3242513 (Why is no real title available?)
- scientific article; zbMATH DE number 3256958 (Why is no real title available?)
- scientific article; zbMATH DE number 3323565 (Why is no real title available?)
- A kinetic theory for power transfer in stochastic systems
- 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
- On the theory of optimal control. Sufficient coordinates
- Random evolutions: A survey of results and problems
- Stochastically perturbed dynamical systems
- The geometry of coupled mode propagation in one‐dimensional random media
Cited in
(83)- Localization and mode conversion for elastic waves in randomly layered media. I
- Localization and mode conversion for elastic waves in randomly layered media. II
- 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
- Smooth approximation of stochastic differential equations
- Rough homogenisation with fractional dynamics
- Time harmonic wave propagation in one dimensional weakly randomly perturbed periodic media
- Boundary layer analysis for the stochastic nonlinear reaction-diffusion equations
- Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics
- Approximation and decomposition of singularly perturbed stochastic hybrid systems
- Asymptotic theory of noncentered mixing stochastic differential equations
- Mean square stabilization of linear systems by mean zero noise
- Weak convergence and approximations for partial differential equations with stochastic coefficients
- A limit theorem for turbulent diffusion
- Generating diffusions with fractional Brownian motion
- Smooth random functions, random ODEs, and Gaussian processes
- Asymptotic behavior of differential equations driven by periodic and random processes with slowly decaying correlations
- Light propagation in square law media with random imperfections.
- A ghost imaging modality in a random waveguide
- Asymptotic analysis of transport processes
- Random environments and stochastic calculus
- A martingale method for the convergence of a sequence of processes to a jump-diffusion process
- Pulse stabilization in a strongly heterogeneous layered medium
- Stochastic Averaging of Dynamical Systems with Multiple Time Scales Forced with $\alpha$-Stable Noise
- 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
- Nonlinear vibrations of offshore structures under random wave excitation
- Zur Integration stochastischer Systeme mit st�ckweise linearen Kennlinien
- Reflection of wavefronts by randomly layered media
- A NOISY SYSTEM WITH A FLATTENED HAMILTONIAN AND MULTIPLE TIME SCALES
- Approximating multiple itô integrals with "band limited" processes
- Gaussian convergence for stochastic acceleration of \(\mathcal {N}\) particles in the dense spectrum limit
- A stochastic model of IndoPacific sea surface temperature anomalies
- Nonlinear Schrödinger equation with a white-noise potential: phase-space approach to spread and singularity
- Almost sure diffusion approximation in averaging via rough paths theory
- 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
- Stochastic perturbations of periodic orbits with sliding
- Deterministic homogenization for fast-slow systems with chaotic noise
- Weak convergence of discrete time non-Markovian processes related to selection models in population genetics
- Propagation in a randomly perturbed multimode matched waveguide
- Averaging principles for stochastic 2D Navier-Stokes equations
- Paraxial Coupling of Propagating Modes in Three-Dimensional Waveguides with Random Boundaries
- Stratonovich–Khasminskii averaging principle for multiscale random Korteweg–de Vries-Burgers equation
- Electromagnetic Wave Propagation in Random Waveguides
- Wave propagation in random two-dimensional turbulence: a multiscale approach
- Asymptotic analysis of a certain random differential equation
- Polarization effects for electromagnetic wave propagation in random media
- Limits of random differential equations on manifolds
- Wave propagation in random media: beyond Gaussian statistics
- The birth of random evolutions
- Strong diffusion approximation in averaging with dynamical systems fast motions
- An asymptotic analysis of a generalized Langevin equation
- A comparative study of two stochastic mode reduction methods
- Geophysical flows under location uncertainty, Part II Quasi-geostrophy and efficient ensemble spreading
- Stochastic averaging with a flattened Hamiltonian: A Markov process on a stratified space (a whiskered sphere)
- Averaging principle for multiscale nonautonomous random 2D Navier-Stokes system
- Pulse propagation in time dependent randomly layered media
- Stochastic feedback design for a class of non-linear singularly perturbed systems
- Reduced α-stable dynamics for multiple time scale systems forced with correlated additive and multiplicative Gaussian white noise
- Wave Propagation in Randomly Perturbed Weakly Coupled Waveguides
- 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
- Master equations: A survey of rigorous results
- 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
- Diffusion of power in randomly perturbed Hamiltonian partial differential equations
- M�langes d'�quations diff�rentielles et grands �carts � la loi des grands nombres
- Propagation of initially plane waves in the region of random caustics
- Asymptotic distributions of solutions of ordinary differential equations with wide band noise inputs: approximate invariant measures
- A functional limit theorem for waves reflected by a random medium
- Quantifying truncation-related uncertainties in unsteady fluid dynamics reduced order models
- Scaling limits and homogenization of mixing Hamilton-Jacobi equations
- 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
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)
