Averaging principle on infinite intervals for stochastic ordinary differential equations

Electronic Research Archive ◽

10.3934/era.2021014 ◽

2021 ◽

Vol 0 (0) ◽

pp. 0-0

Author(s):

David Cheban ◽

◽

Zhenxin Liu ◽

Keyword(s):

Differential Equations ◽

Ordinary Differential Equations ◽

Averaging Principle ◽

Infinite Intervals ◽

Stochastic Ordinary Differential Equations

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Averaging principle on infinite intervals for stochastic ordinary differential equations with Lévy noise

AIMS Mathematics ◽

10.3934/math.2021314 ◽

2021 ◽

Vol 6 (5) ◽

pp. 5316-5350

Author(s):

Xin Liu ◽

◽

Yan Wang

Keyword(s):

Differential Equations ◽

Ordinary Differential Equations ◽

Lévy Noise ◽

Averaging Principle ◽

Infinite Intervals ◽

Stochastic Ordinary Differential Equations

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Variable Order Linear Multi-Step Methods for Solving Stochastic Ordinary Differential Equations

Journal of Al-Nahrain University-Science ◽

10.22401/jnus.16.4.25 ◽

2013 ◽

Vol 16 (4) ◽

pp. 205-212

Author(s):

Fadhel S. Fadhel ◽

◽

Nabaa R. Kareem ◽

Keyword(s):

Differential Equations ◽

Ordinary Differential Equations ◽

Variable Order ◽

Order Linear ◽

Stochastic Ordinary Differential Equations ◽

Multi Step Methods

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Stable strong order 1.0 schemes for solving stochastic ordinary differential equations

BIT Numerical Mathematics ◽

10.1007/s10543-012-0372-6 ◽

2012 ◽

Vol 52 (3) ◽

pp. 539-557 ◽

Author(s):

Jamie Alcock ◽

Kevin Burrage

Keyword(s):

Differential Equations ◽

Ordinary Differential Equations ◽

Strong Order ◽

Stochastic Ordinary Differential Equations

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Numerical solution of stochastic ordinary differential equations using HAAR wavelet collocation method

Journal of Interdisciplinary Mathematics ◽

10.1080/09720502.2021.1874085 ◽

2021 ◽

pp. 1-17

Author(s):

S. C. Shiralashetti ◽

Lata Lamani

Keyword(s):

Differential Equations ◽

Numerical Solution ◽

Ordinary Differential Equations ◽

Collocation Method ◽

Haar Wavelet ◽

Wavelet Collocation Method ◽

Stochastic Ordinary Differential Equations

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Stochastic Ordinary Differential Equations: Existence, Uniqueness, and Flows Properties

Stochastic Ordinary and Stochastic Partial Differential Equations - Stochastic Modelling and Applied Probability formerly: Applications of Mathematics ◽

10.1007/978-0-387-74317-2_4 ◽

2007 ◽

pp. 59-84

Keyword(s):

Differential Equations ◽

Ordinary Differential Equations ◽

Stochastic Ordinary Differential Equations

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Applications to Stochastic Ordinary Differential Equations

Stochastic Partial Differential Equations ◽

10.1007/978-0-387-89488-1_3 ◽

2009 ◽

pp. 115-157

Author(s):

Helge Holden ◽

Bernt Øksendal ◽

Jan Ubøe ◽

Tusheng Zhang

Keyword(s):

Differential Equations ◽

Ordinary Differential Equations ◽

Stochastic Ordinary Differential Equations

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Stochastic ordinary differential equations in applied and computational mathematics

IMA Journal of Applied Mathematics ◽

10.1093/imamat/hxr016 ◽

2011 ◽

Vol 76 (3) ◽

pp. 449-474 ◽

Author(s):

D. J. Higham

Keyword(s):

Differential Equations ◽

Ordinary Differential Equations ◽

Computational Mathematics ◽

Stochastic Ordinary Differential Equations

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Stochastic Ordinary Differential Equations

An Introduction to Computational Stochastic PDEs ◽

10.1017/cbo9781139017329.009 ◽

2014 ◽

pp. 314-371

Author(s):

Gabriel J. Lord ◽

Catherine E. Powell ◽

Tony Shardlow

Keyword(s):

Differential Equations ◽

Ordinary Differential Equations ◽

Stochastic Ordinary Differential Equations

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Group classification of systems of two linear second-order stochastic ordinary differential equations

10.1063/1.5125077 ◽

2019 ◽

Author(s):

T. G. Mkhize ◽

G. F. Oguis ◽

K. Govinder ◽

S. Moyo ◽

S. V. Meleshko

Keyword(s):

Differential Equations ◽

Ordinary Differential Equations ◽

Group Classification ◽

Second Order ◽

Stochastic Ordinary Differential Equations

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Boundary-Value Problems for Ordinary Differential Equations on Infinite Intervals

Proceedings of the London Mathematical Society ◽

10.1112/plms/s3-30.1.76 ◽

1975 ◽

Vol s3-30 (1) ◽

pp. 76-94 ◽

Author(s):

E. N. Dancer

Keyword(s):

Differential Equations ◽

Ordinary Differential Equations ◽

Boundary Value Problems ◽

Boundary Value ◽

Infinite Intervals

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