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