An averaging principle for stochastic dynamical systems with Lévy noise

DOI10.1016/J.PHYSD.2011.06.001zbMATH Open1236.60060OpenAlexW2091015478MaRDI QIDQ720704FDOQ720704

Yong Xu, Jinqiao Duan, Wei Xu

Publication date: 11 October 2011

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physd.2011.06.001

zbMATH Keywords

Poisson noiseaveraging principleconvergence to the averaged systemstochastic differential equation with non-Gaussian Lévy noise

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

• Title not available (Why is that?)
• Lévy Processes and Stochastic Calculus
• Title not available (Why is that?)
• Stochastic averaging: An approximate method of solving random vibration problems
• The averaging method for a class of stochastic differential equations
• Averaging of stochastic systems of integral-differential equations with Poisson noise
• On the theory of optimal control. Sufficient coordinates
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic Partial Differential Equations with Levy Noise
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stratonovich stochastic differential equations driven by general semimartingales
• Modeling and approximation of stochastic differential equations driven by semimartingales^†
• La théorie générale de la mesure dans son application à l'étude des systèmes dynamiques de la mécanique non linéaire
• Title not available (Why is that?)
• Stochastic averaging on graphs: Noisy Duffing-van der Pol equation
• Title not available (Why is that?)

Cited In (only showing first 100 items - show all)

• An averaging principle for the time-dependent abstract stochastic evolution equations with infinite delay and Wiener process
• Stochastic averaging for the non-autonomous mixed stochastic differential equations with locally Lipschitz coefficients
• Strong convergence in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales
• Stochastic dynamics of HIV models with switching parameters and pulse control
• Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes
• Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion
• Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion
• Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise
• Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
• Stochastic averaging principle for dynamical systems with fractional Brownian motion
• Averaging principle for fully coupled dynamical systems and large deviations
• Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations
• Averaging principle for multiscale stochastic fractional Schrödinger-Korteweg-de Vries system
• Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: averaging principle
• Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion
• Stochastic Averaging of Dynamical Systems with Multiple Time Scales Forced with $\alpha$-Stable Noise
• Strong convergence in the \(p\)th-mean of an averaging principle for two-time-scales SPDEs with jumps
• First-exit problem of MDOF strongly nonlinear oscillators under wide-band random excitations without internal resonances
• Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
• Stochastic Averaging Principle for Mixed Stochastic Differential Equations
• Averaging principle for impulsive stochastic partial differential equations
• Averaging principle for stochastic quasi‐geostrophic flow equation with a fast oscillation
• Averaging Principle for Stochastic Tidal Dynamics Equations
• An averaging principle for stochastic differential delay equations with fractional Brownian motion
• Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise
• Large deviation principle for stochastic Boussinesq equations driven by Lévy noise
• Weak order in averaging principle for stochastic wave equation with a fast oscillation
• Stochastic averaging of quasi-partially integrable Hamiltonian systems under combined Gaussian and Poisson white noise excitations
• On the averaging principle for stochastic delay differential equations with jumps
• A piezoelectric energy harvester based on internal resonance
• Dynamics of a prey-predator system under Poisson white noise excitation
• Averaging principle for SDEs of neutral type driven by G-Brownian motion
• Strong convergence rate in averaging principle for stochastic FitzHugh-Nagumo system with two time-scales
• An averaging principle for stochastic differential delay equations driven by time-changed Lévy noise
• Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles
• Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching
• Large deviations for a slow-fast system with jump-diffusion processes
• Weak time discretization for slow-fast stochastic reaction-diffusion equations
• An averaging principle for fractional stochastic differential equations with Lévy noise
• An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure
• Approximation properties for solutions to Itô–Doob stochastic fractional differential equations with non-Lipschitz coefficients
• Strong averaging along foliated Lévy diffusions with heavy tails on compact leaves
• Bogoliubov averaging principle of stochastic reaction-diffusion equation
• Averaging principle for stochastic differential equations with monotone condition
• Stochastic averaging principle for distribution dependent stochastic differential equations
• An averaging principle for stochastic evolution equations with jumps and random time delays
• Stochastic stability for nonlinear systems driven by Lévy noise
• Periodic averaging principle for neutral stochastic delay differential equations with impulses
• A new type of singular perturbation approximation for stochastic bilinear systems
• Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes
• Averaging principles for nonautonomous two-time-scale stochastic reaction-diffusion equations with jump
• Averaging principle for fast-slow system driven by mixed fractional Brownian rough path
• Probabilistic solution of a multi-degree-of-freedom Duffing system under nonzero mean Poisson impulses
• The averaging method for stochastic differential delay equations under non-Lipschitz conditions
• Averaging principles for mixed fast-slow systems driven by fractional Brownian motion
• Limit theorems in averaging for dynamical systems
• On \(L^p\)-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise
• Hamiltonian systems with Lévy noise: symplecticity, Hamilton's principle and averaging principle
• Impulsive stochastic Volterra integral equations driven by Lévy noise
• Strong convergence of averaging principle for the non‐autonomous slow‐fast systems of SPDEs with polynomial growth
• \(L^{p}\) (\(p\geq 2\))-strong convergence in averaging principle for multivalued stochastic differential equation with non-Lipschitz coefficients
• Weak order in averaging principle for stochastic differential equations with jumps
• Type II Singular Perturbation Approximation for Linear Systems with Lévy Noise
• Singular perturbation approximation for linear systems with Lévy noise
• An Averaging Principle for Multivalued Stochastic Differential Equations
• Stochastic averaging of quasi-integrable and non-resonant Hamiltonian systems under combined Gaussian and Poisson white noise excitations
• Stochastic dynamics driven by combined Lévy–Gaussian noise: fractional Fokker–Planck–Kolmogorov equation and solution
• Asymptotic behavior for multi-scale SDEs with monotonicity coefficients driven by Lévy processes
• Stochastic averaging principles for multi-valued stochastic differential equations driven by poisson point Processes
• Stochastic averaging for a type of fractional differential equations with multiplicative fractional Brownian motion
• Averaging principle on infinite intervals for stochastic ordinary differential equations with Lévy noise
• Effective approximation of stochastic sine-Gordon equation with a fast oscillation
• An averaging principle for stochastic differential equations of fractional order \(0 < \alpha < 1\)
• Linear combinations of i.i.d. Strictly stable variables with random coefficients and their application to anomalous diffusion processes
• An Averaging Principle for Caputo Fractional Stochastic Differential Equations with Compensated Poisson Random Measure
• An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise
• The existence and averaging principle for Caputo fractional stochastic delay differential systems
• An averaging principle for McKean-Vlasov-type Caputo fractional stochastic differential equations
• Averaging principle for a type of Caputo fractional stochastic differential equations
• The existence and averaging principle for stochastic fractional differential equations with impulses
• Averaging principle for McKean-Vlasov SDEs driven by FBMs
• On the averaging principle for SDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients
• Stochastic averaging principle for McKean-Vlasov SDEs driven by Lévy noise
• A new result on averaging principle for Caputo-type fractional delay stochastic differential equations with Brownian motion
• Periodic averaging method for impulsive stochastic dynamical systems driven by fractional Brownian motion under non-Lipschitz condition
• Partial practical stability and asymptotic stability of stochastic differential equations driven by Lévy noise with a general decay rate
• \(G\)-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients
• On the averaging principle for stochastic differential equations driven by \(G\)-Lévy process
• Averaging principle of stochastic Burgers equation driven by Lévy processes
• Averaging principle for nonlinear differential systems with Jordan blocks
• Existence and stability behaviour of FSDE driven by Rosenblatt process with the application of visual perception of fish robot
• Fast-slow stochastic dynamical system with singular coefficients
• On the averaging principle of Caputo type neutral fractional stochastic differential equations
• Stochastic averaging principle for neutral stochastic functional differential equations driven by \(\mathrm{G}\)-Lévy process
• The averaging method for doubly perturbed distribution dependent SDEs
• Optimal index and averaging principle for Itô–Doob stochastic fractional differential equations
• Averaging of neutral stochastic partial functional differential equations involving delayed impulses
• Periodic averaging theorems for neutral stochastic functional differential equations involving delayed impulses
• A note on the continuity for Caputo fractional stochastic differential equations
• Symplectic numerical integration for Hamiltonian stochastic differential equations with multiplicative Lévy noise in the sense of Marcus

   Recommendations

• An averaging principle for stochastic switched systems with Lé vy noise 👍 👎
• An averaging principle for fractional stochastic differential equations with Lévy noise 👍 👎
• Title not available (Why is that?) 👍 👎
• Averaging principle on infinite intervals for stochastic ordinary differential equations with Lévy noise 👍 👎
• Averaging principle and stability of hybrid stochastic fractional differential equations driven by Lévy noise 👍 👎

This page was built for publication: An averaging principle for stochastic dynamical systems with Lévy noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q720704)