An averaging principle for stochastic dynamical systems with Lévy noise
From MaRDI portal
(Redirected from Publication:720704)
Recommendations
- An averaging principle for stochastic switched systems with Lévy noise
- An averaging principle for fractional stochastic differential equations with Lévy noise
- Averaging principles for stochastic differential equations driven by time-changed Lévy noise
- 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
Cites work
- scientific article; zbMATH DE number 3651791 (Why is no real title available?)
- scientific article; zbMATH DE number 1232408 (Why is no real title available?)
- scientific article; zbMATH DE number 1239549 (Why is no real title available?)
- scientific article; zbMATH DE number 195227 (Why is no real title available?)
- scientific article; zbMATH DE number 2119070 (Why is no real title available?)
- scientific article; zbMATH DE number 1402217 (Why is no real title available?)
- scientific article; zbMATH DE number 2199827 (Why is no real title available?)
- scientific article; zbMATH DE number 3242513 (Why is no real title available?)
- scientific article; zbMATH DE number 3366247 (Why is no real title available?)
- scientific article; zbMATH DE number 3377096 (Why is no real title available?)
- scientific article; zbMATH DE number 3383329 (Why is no real title available?)
- scientific article; zbMATH DE number 2220058 (Why is no real title available?)
- Averaging of stochastic systems of integral-differential equations with Poisson noise
- La théorie générale de la mesure dans son application à l'étude des systèmes dynamiques de la mécanique non linéaire
- Lévy Processes and Stochastic Calculus
- Modeling and approximation of stochastic differential equations driven by semimartingales†
- On the theory of optimal control. Sufficient coordinates
- Stochastic Partial Differential Equations with Levy Noise
- Stochastic averaging on graphs: Noisy Duffing-van der Pol equation
- Stochastic averaging: An approximate method of solving random vibration problems
- Stratonovich stochastic differential equations driven by general semimartingales
- The averaging method for a class of stochastic differential equations
Cited in
(only showing first 100 items - show all)- Probabilistic solution of a multi-degree-of-freedom Duffing system under nonzero mean Poisson impulses
- Stochastic averaging for a completely integrable Hamiltonian system with fractional Brownian motion
- 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
- Averaging principle for McKean-Vlasov SDEs with Lévy noise and Hölder coefficients
- 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
- Averaging principle and stability of hybrid stochastic fractional differential equations driven by Lévy noise
- Impulsive stochastic Volterra integral equations driven by Lévy noise
- Averaging principle for semilinear stochastic partial differential equations involving space-time white noise
- \(L^{p}\) (\(p\geq 2\))-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
- Strong convergence of averaging principle for the non‐autonomous slow‐fast systems of SPDEs with polynomial growth
- Stochastic averaging of quasi-integrable and non-resonant Hamiltonian systems under combined Gaussian and Poisson white noise excitations
- Singular perturbation approximation for linear systems with Lévy noise
- Averaging principle for stochastic differential equations under a weak condition
- Complex nonlinear dynamics and vibration suppression of conceptual airfoil models: a state-of-the-art overview
- An averaging principle for the time-dependent abstract stochastic evolution equations with infinite delay and Wiener process
- Approximation properties for solutions to Itô-Doob stochastic fractional differential equations with non-Lipschitz coefficients
- 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 dynamics driven by combined Lévy–Gaussian noise: fractional Fokker–Planck–Kolmogorov equation and solution
- 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
- Weak averaging principle for multiscale stochastic dynamical systems driven by stable processes
- Optimal index and averaging principle for Itô-Doob stochastic fractional differential equations
- Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise
- Stochastic averaging principle for dynamical systems with fractional Brownian motion
- Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
- Asymptotic behavior for multi-scale SDEs with monotonicity coefficients driven by Lévy processes
- Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations
- Averaging principles for stochastic differential equations driven by time-changed Lévy noise
- Averaging principle for fully coupled dynamical systems and large deviations
- 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 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
- Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion
- An averaging principle for stochastic differential equations of fractional order \(0 < \alpha < 1\)
- Effective approximation of stochastic sine-Gordon equation with a fast oscillation
- Linear combinations of i.i.d. Strictly stable variables with random coefficients and their application to anomalous diffusion processes
- 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
- An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise
- First-exit problem of MDOF strongly nonlinear oscillators under wide-band random excitations without internal resonances
- An averaging principle for McKean-Vlasov-type Caputo fractional stochastic differential equations
- The existence and averaging principle for Caputo fractional stochastic delay differential systems
- Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
- Averaging principle for a type of Caputo fractional stochastic differential equations
- The existence and averaging principle for stochastic fractional differential equations with impulses
- Stochastic Averaging Principle for Mixed Stochastic Differential Equations
- Averaging principle for impulsive stochastic partial differential equations
- On the averaging principle for SDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients
- Averaging principle for McKean-Vlasov SDEs driven by FBMs
- Averaging principle for stochastic quasi‐geostrophic flow equation with a fast oscillation
- A strong averaging principle for Lévy diffusions in foliated spaces with unbounded leaves
- Large deviation principle for stochastic Boussinesq equations driven by Lévy noise
- An averaging principle for stochastic differential delay equations with fractional Brownian motion
- Averaging Principle for Stochastic Tidal Dynamics Equations
- Existence and stability of solutions to non-Lipschitz stochastic differential 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
- Periodic averaging method for impulsive stochastic dynamical systems driven by fractional Brownian motion under non-Lipschitz condition
- 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
- On the averaging principle for stochastic delay differential equations with jumps
- Type II singular perturbation approximation for linear systems with Lévy noise
- A piezoelectric energy harvester based on internal resonance
- Dynamics of a prey-predator system under Poisson white noise excitation
- \(G\)-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients
- Partial practical stability and asymptotic stability of stochastic differential equations driven by Lévy noise with a general decay rate
- An averaging principle for stochastic switched systems with Lévy noise
- 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
- 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
- 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
- Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles
- An averaging principle for stochastic differential delay equations driven by time-changed Lévy noise
- Stochastic averaging principles for multi-valued stochastic differential equations driven by Poisson point processes
- On the averaging principle of Caputo type neutral fractional stochastic differential equations
- Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching
- Stochastic averaging principle for neutral stochastic functional differential equations driven by \(\mathrm{G}\)-Lévy process
- The averaging method for doubly perturbed distribution dependent SDEs
- 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 neutral stochastic functional differential equations driven by Poisson random measure
- Strong averaging along foliated Lévy diffusions with heavy tails on compact leaves
- Bogoliubov averaging principle of stochastic reaction-diffusion equation
- An averaging principle for fractional stochastic differential equations with Lévy noise
- Averaging of neutral stochastic partial functional differential equations involving delayed impulses
- An averaging principle for multivalued stochastic differential equations
- An averaging principle for Caputo fractional stochastic differential equations with compensated Poisson random measure
- Averaging principle for stochastic differential equations with monotone condition
- Stochastic averaging principle for distribution dependent stochastic differential equations
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)
