Stochastic averaging principle for distribution dependent stochastic differential equations

Applied Mathematics Letters ◽

10.1016/j.aml.2021.107761 ◽

2021 ◽

pp. 107761

Author(s):

Guangjun Shen ◽

Jie Song ◽

Jiang-Lun Wu

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Stochastic Averaging ◽

Averaging Principle

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ON LARGE DEVIATIONS IN THE AVERAGING PRINCIPLE FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH PERIODIC COEFFICIENTS. II

Mathematics of the USSR-Izvestiya ◽

10.1070/im1992v039n01abeh002222 ◽

1992 ◽

Vol 39 (1) ◽

pp. 677-701 ◽

Author(s):

A Yu Veretennikov

Keyword(s):

Differential Equations ◽

Large Deviations ◽

Stochastic Differential Equations ◽

Averaging Principle ◽

Periodic Coefficients

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An Averaging Principle for Multivalued Stochastic Differential Equations

Stochastic Analysis and Applications ◽

10.1080/07362994.2014.959594 ◽

2014 ◽

Vol 32 (6) ◽

pp. 962-974 ◽

Author(s):

Jie Xu ◽

Jicheng Liu

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Averaging Principle

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Mixed stochastic differential equations: Averaging principle result

Applied Mathematics Letters ◽

10.1016/j.aml.2020.106705 ◽

2021 ◽

Vol 112 ◽

pp. 106705 ◽

Author(s):

Min Han ◽

Yong Xu ◽

Bin Pei

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Averaging Principle

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Weak order in averaging principle for stochastic differential equations with jumps

Advances in Difference Equations ◽

10.1186/s13662-018-1638-3 ◽

2018 ◽

Vol 2018 (1) ◽

Author(s):

Bengong Zhang ◽

Hongbo Fu ◽

Li Wan ◽

Jicheng Liu

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Averaging Principle

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An Averaging Principle for Multi-valued Stochastic Differential Equations Driven by G-Brownian Motion

Stochastic PDEs and Modelling of Multiscale Complex System - Interdisciplinary Mathematical Sciences ◽

10.1142/9789811200359_0004 ◽

2019 ◽

pp. 63-79

Author(s):

Yong Xu ◽

Min Han ◽

Bin Pei

Keyword(s):

Brownian Motion ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Averaging Principle

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Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients

Journal of Differential Equations ◽

10.1016/j.jde.2019.09.047 ◽

2020 ◽

Vol 268 (6) ◽

pp. 2910-2948 ◽

Author(s):

Wei Liu ◽

Michael Röckner ◽

Xiaobin Sun ◽

Yingchao Xie

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Time Dependent ◽

Averaging Principle ◽

Locally Lipschitz

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Synchronization and Averaging Principle Of Stationary Solutions For Stochastic Differential Equations

Potential Analysis ◽

10.1007/s11118-020-09859-z ◽

2020 ◽

Author(s):

Zhen Li ◽

Jicheng Liu

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Stationary Solutions ◽

Averaging Principle

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Lp(p>2)-strong convergence of an averaging principle for two-time-scales jump-diffusion stochastic differential equations

Nonlinear Analysis Hybrid Systems ◽

10.1016/j.nahs.2015.05.001 ◽

2015 ◽

Vol 18 ◽

pp. 33-47 ◽

Author(s):

Jie Xu ◽

Yu Miao

Keyword(s):

Differential Equations ◽

Strong Convergence ◽

Stochastic Differential Equations ◽

Time Scales ◽

Jump Diffusion ◽

Averaging Principle

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On the Application of the Averaging Principle in Stochastic Differential Equations of Hyperbolic Type

Ukrainian Mathematical Journal ◽

10.1023/b:ukma.0000010262.09590.f4 ◽

2003 ◽

Vol 55 (5) ◽

pp. 859-865 ◽

Author(s):

Yu. A. Mitropol'skii ◽

V. H. Kolomiets' ◽

O. V. Kolomiets'

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Hyperbolic Type ◽

Averaging Principle

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Averaging principle and systems of singularly perturbed stochastic differential equations

Journal of Mathematical Physics ◽

10.1063/1.528792 ◽

1990 ◽

Vol 31 (5) ◽

pp. 1116-1123 ◽

Author(s):

J. Golec ◽

G. Ladde

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Singularly Perturbed ◽

Averaging Principle

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