Stochastic averaging principle for two-time-scale SPDEs driven by fractional Brownian motion with distribution dependent coefficients

DOI10.3934/DCDSB.2023138MaRDI QIDQ6154512zbMATH OpenOpenAlexFDO

Authors Guangjun Shen, Jiayuan Yin, Junfeng Liu

Publication date 15 February 2024

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

Full work available at URL https://doi.org/10.3934/dcdsb.2023138

zbMATH Keywords

fractional Brownian motionaveraging principlefast-slow systemsdistribution dependentKhasminskii time discretization

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) Vlasov equations (35Q83) Averaging for functional-differential equations (34K33)

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Cited in

(6)

• Convergence rates in the averaging principle for two time-scales stochastic partial differential equations driven by fractional Brownian motion
• Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions
• Averaging principle for multi-scale stochastic tamed 3D Navier-Stokes equations driven by Lévy noise
• Large and moderate deviation principles for path-distribution dependent SDEs driven by mixed fractional Brownian motion
• Large deviation principle for multi-scale distribution-dependent stochastic differential equations driven by fractional Brownian motions
• Asymptotic behaviors for distribution dependent stochastic partial differential equations driven by fractional Brownian motion

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