[HTML][HTML] Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion

B Pei, Y Xu, JL Wu - Applied Mathematics Letters, 2020 - Elsevier
In this paper, an averaging principle for multidimensional, time dependent, stochastic
differential equations (SDEs) driven by fractional Brownian motion and standard Brownian …

Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs

W Hong, S Li, W Liu - Journal of Differential Equations, 2022 - Elsevier
In this paper, we aim to study the asymptotic behavior for a class of McKean-Vlasov
stochastic partial differential equations with slow and fast time-scales. Using the variational …

[HTML][HTML] An averaging principle for stochastic fractional differential equations driven by fBm involving impulses

J Liu, W Wei, W Xu - Fractal and Fractional, 2022 - mdpi.com
In contrast to previous research on periodic averaging principles for various types of
impulsive stochastic differential equations (ISDEs), we establish an averaging principle …

An averaging result for impulsive fractional neutral stochastic differential equations

J Liu, W Xu - Applied Mathematics Letters, 2021 - Elsevier
Different from existing researches, under non-Lipschitz condition, we establish an averaging
principle for a class of fractional neutral stochastic differential equations (FNSDEs) involving …

Averaging principle for fast-slow system driven by mixed fractional Brownian rough path

B Pei, Y Inahama, Y Xu - Journal of Differential Equations, 2021 - Elsevier
This paper is devoted to studying the averaging principle for a fast-slow system of rough
differential equations driven by mixed fractional Brownian rough path. The fast component is …

[HTML][HTML] The averaging principle for Hilfer fractional stochastic evolution equations with Lévy noise

M Yang, T Lv, Q Wang - Fractal and Fractional, 2023 - mdpi.com
This article focuses on deriving the averaging principle for Hilfer fractional stochastic
evolution equations (HFSEEs) driven by Lévy noise. We show that the solutions of the …

Approximation properties for solutions to Itô–Doob stochastic fractional differential equations with non-Lipschitz coefficients

M Abouagwa, J Li - Stochastics and Dynamics, 2019 - World Scientific
In this paper, we are concerned with the approximation theorem as an averaging principle
for the solutions to stochastic fractional differential equations of Itô–Doob type with non …

[HTML][HTML] Two-time-scales hyperbolic–parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles

B Pei, Y Xu, JL Wu - Journal of Mathematical Analysis and Applications, 2017 - Elsevier
In this article, we are concerned with averaging principle for stochastic hyperbolic–parabolic
equations driven by Poisson random measures with slow and fast time-scales. We first …

An averaging principle for fractional stochastic differential equations with Lévy noise

W Xu, J Duan, W Xu - Chaos: An Interdisciplinary Journal of Nonlinear …, 2020 - pubs.aip.org
This paper is devoted to the study of an averaging principle for fractional stochastic
differential equations in R n with Lévy motion, using an integral transform method. We obtain …

Averaging principle for stochastic differential equations with monotone condition

Z Guo, Y Xu, W Wang, J Hu - Applied Mathematics Letters, 2022 - Elsevier
In this paper, we consider the averaging principle for a class of stochastic differential
equations (SDEs) with the nonlinear terms only satisfying the local Lipschitz and monotone …