Fast-slow stochastic dynamical system with singular coefficients

DOI10.1007/S11425-020-1971-1zbMATH Open1528.60064OpenAlexW4306405309MaRDI QIDQ6158014FDOQ6158014

Authors: Longjie Xie 

Publication date: 12 May 2023

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-020-1971-1

Recommendations

• Averaging principle and normal deviations for multiscale stochastic systems
• Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients
• On dynamical systems perturbed by a null-recurrent fast motion: the continuous coefficient case with independent driving noises
• Stochastic averaging for the non-autonomous mixed stochastic differential equations with locally Lipschitz coefficients
• Quantitative stability estimates for multiscale stochastic dynamical systems

zbMATH Keywords

central limit theoremaveraging principle\(\alpha\)-stable processZvonkin's transformationmulti-scale dynamical system

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stable stochastic processes (60G52)

Cites Work

• Lipschitz regularity of solutions for mixed integro-differential equations
• Limit theorems for partially hyperbolic systems
• Title not available (Why is that?)
• On polynomial mixing bounds for stochastic differential equations
• On Poisson equation and diffusion approximation. II.
• Deterministic homogenization for fast-slow systems with chaotic noise
• Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems
• Multiple time scale dynamics
• Multiscale Methods
• An averaging principle for stochastic dynamical systems with Lévy noise
• Title not available (Why is that?)
• Regularity results and large time behavior for integro-differential equations with coercive Hamiltonians
• An averaging principle for a completely integrable stochastic Hamiltonian system
• On the Poisson equation and diffusion approximation. I
• Diffusion approximation for slow motion in fully coupled averaging
• On Averaging Principles: An Asymptotic Expansion Approach
• On the Cauchy problem for certain integro-differential operators in Sobolev and Hölder spaces
• Pathwise uniqueness for singular SDEs driven by stable processes
• Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: A probabilistic approach
• Stochastic flows for Lévy processes with Hölder drifts
• Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles
• Homogenization of periodic linear degenerate PDEs
• Well-posedness of SDEs with drifts in mixed-norm spaces and driven by mixed-noises
• Diffusion approximation for fully coupled stochastic differential equations
• Qualitative properties of positive solutions for mixed integro-differential equations
• Averaging principle and normal deviations for multiscale stochastic systems
• Periodic homogenization of a Lévy-type process with small jumps
• Multiscale systems, homogenization, and rough paths
• Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise
• Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process

Cited In (3)

• Strong averaging principle for a class of slow-fast singular SPDEs driven by \(\alpha\)-stable process
• ON STOCHASTIC PERTURBATIONS OF DYNAMICAL SYSTEMS WITH FAST AND SLOW COMPONENTS
• Functional law of large numbers and central limit theorem for slow-fast McKean-Vlasov equations

This page was built for publication: Fast-slow stochastic dynamical system with singular coefficients

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6158014)