Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems
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mixingaveragingconvergence ratestochastic differential equationsstrong convergencejump-diffusionmultiscale problemstwo-time-scale systems\(L^2\)-convergence
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Transformation and reduction of ordinary differential equations and systems, normal forms (34C20) Ordinary differential equations and systems with randomness (34F05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Numerical solutions to stochastic differential and integral equations (65C30)
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- Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion
- Explicit multiscale numerical method for super-linear slow-fast stochastic differential equations
- Strong convergence rate of principle of averaging for jump-diffusion processes
- Strong averaging principle for two-time-scale SDEs with non-Lipschitz coefficients
- Convergence of nonlinear filtering for multiscale systems with correlated Lévy noises
- Asymptotic behavior for multi-scale SDEs with monotonicity coefficients driven by Lévy processes
- The role of slow manifolds in parameter estimation for a multiscale stochastic system with \(\alpha\)-stable Lévy noise
- A note on strong convergence rate in averaging principle for stochastic FitzHugh–Nagumo system with two time-scales
- Strong convergence in stochastic averaging principle for two time-scales 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
- Diffusion approximation for fully coupled stochastic differential equations
- Averaging principle for two-time-scale stochastic differential equations with correlated noise
- Strong convergence order for slow-fast SDEs in Hölder norm
- Strong convergence in the pth-mean of an averaging principle for two-time-scales SPDEs with jumps
- Effective filtering analysis for non-Gaussian dynamic systems
- Averaging principle for McKean-Vlasov SDEs driven by FBMs
- Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical α-stable process
- An averaging principle for two-scale stochastic partial differential equations
- On the averaging principle for stochastic delay differential equations with jumps
- Strong averaging principle for a class of slow-fast singular SPDEs driven by -stable process
- An averaging principle for slow-fast fractional stochastic parabolic equations on unbounded domains
- Averaging principle for the higher order nonlinear Schrödinger equation with a random fast oscillation
- Weak convergence of dynamical systems in two timescales
- On the averaging principle for stochastic differential equations driven by G-Lévy process
- Averaging principle of stochastic Burgers equation driven by Lévy processes
- \(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps
- Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations
- Strong convergence rate in averaging principle for stochastic FitzHugh-Nagumo system with two time-scales
- Nonlinear model reduction for slow-fast stochastic systems near unknown invariant manifolds
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- Fast-slow stochastic dynamical system with singular coefficients
- \(L^p(p > 2)\)-strong convergence of an averaging principle for two-time-scales jump-diffusion stochastic differential equations
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- Stochastic averaging principles for multi-valued stochastic differential equations driven by Poisson point processes
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- Large deviations for Lévy diffusions in the small noise regime
- Systems of singularly perturbed forward-backward stochastic differential equations and control problems
- An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure
- The central limit theorem for slow-fast systems with Lévy noise
- Almost sure averaging for evolution equations driven by fractional Brownian motions
- Strong convergence of multi-scale stochastic differential equations with a full dependence
- Stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients
- Orders of strong and weak averaging principle for multi-scale SPDEs driven by \(\alpha \)-stable process
- Averaging principle for fast-slow system driven by mixed fractional Brownian rough path
- Averaging principles for nonautonomous two-time-scale stochastic reaction-diffusion equations with jump
- Averaging Principle for Two Time-Scales Stochastic Partial Differential Equations with Reflection
- Stochastic averaging principle for two-time-scale SDEs with distribution-dependent coefficients driven by fractional Brownian motion
- Strong averaging principle for two-time-scale non-autonomous stochastic FitzHugh-Nagumo system with jumps
- Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process
- Convergence of martingale solutions to the hybrid slow-fast system
- Averaging principle for slow-fast systems of rough differential equations via controlled paths
- Weak and strong averaging principle for non-autonomous slow-fast McKean-Vlasov SDEs with almost periodic coefficients
- Averaging principles for mixed fast-slow systems driven by fractional Brownian motion
- Asymptotic analysis of dynamical systems driven by Poisson random measures with periodic sampling
- On \(L^p\)-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise
- Strong convergence rate for slow-fast stochastic differential equations with Markovian switching
- Weak order in averaging principle for stochastic differential equations with jumps
- A strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equations
- Strong convergence rate of the averaging principle for a class of slow–fast stochastic evolution equations
- Strong convergence of averaging principle for the non‐autonomous slow‐fast systems of SPDEs with polynomial growth
- The order of convergence in the averaging principle for slow-fast systems of stochastic evolution equations in Hilbert spaces
- Importance sampling in path space for diffusion processes with slow-fast variables
- \(L^{p}\) (\(p>2\))-strong convergence of multiscale integration scheme for jump-diffusion systems
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