Stochastic averaging principle for dynamical systems with fractional Brownian motion

From MaRDI portal
Publication:478249

DOI10.3934/dcdsb.2014.19.1197zbMath1314.60122arXiv1301.4788OpenAlexW2964043760MaRDI QIDQ478249

Yong-Cai Geng, Sumit K. Garg

Publication date: 3 December 2014

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.4788




Related Items (29)

Averaging principle for fast-slow system driven by mixed fractional Brownian rough pathAveraging of neutral stochastic partial functional differential equations involving delayed impulsesOn the non-Lipschitz stochastic differential equations driven by fractional Brownian motionStrong convergence in the \(p\)th-mean of an averaging principle for two-time-scales SPDEs with jumpsPeriodic averaging method for impulsive stochastic dynamical systems driven by fractional Brownian motion under non-Lipschitz conditionWeak order in averaging principle for stochastic wave equation with a fast oscillationStochastic averaging of quasi-non-integrable Hamiltonian systems under fractional Gaussian noise excitationTwo-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principlesPeriodic averaging theorems for neutral stochastic functional differential equations involving delayed impulsesStochastic Averaging Principle for Mixed Stochastic Differential EquationsAn effective averaging theory for fractional neutral stochastic equations of order \(0 < \alpha < 1\) with Poisson jumpsAveraging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processesAveraging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processesAveraging principle for BSDEs driven by two mutually independent fractional Brownian motionsResponse of MDOF strongly nonlinear systems to fractional Gaussian noisesAveraging principles for mixed fast-slow systems driven by fractional Brownian motionStochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motionAn averaging principle for stochastic differential delay equations with fractional Brownian motionAveraging principle for SDEs of neutral type driven by G-Brownian motionStochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motionExistence and uniquenes results for systems of impulsive functional stochastic differential equations driven by fractional Brownian motion with multiple delayStochastic averaging for a class of two-time-scale systems of stochastic partial differential equationsStochastic averaging principles for multi-valued stochastic differential equations driven by poisson point ProcessesConvergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motionApproximation properties for solutions to Itô–Doob stochastic fractional differential equations with non-Lipschitz coefficientsStochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motionStrong convergence in averaging principle for stochastic hyperbolic-parabolic equations with two time-scalesApproximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noiseStochastic averaging for slow-fast dynamical systems with fractional Brownian motion



Cites Work


This page was built for publication: Stochastic averaging principle for dynamical systems with fractional Brownian motion