[HTML][HTML] Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
In this paper, an averaging principle for multidimensional, time dependent, stochastic
differential equations (SDEs) driven by fractional Brownian motion and standard Brownian …
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 …
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 …
impulsive stochastic differential equations (ISDEs), we establish an averaging principle …
An averaging result for impulsive fractional neutral stochastic differential equations
Different from existing researches, under non-Lipschitz condition, we establish an averaging
principle for a class of fractional neutral stochastic differential equations (FNSDEs) involving …
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
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 …
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 …
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 …
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
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 …
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
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 …
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 …
equations (SDEs) with the nonlinear terms only satisfying the local Lipschitz and monotone …