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On the Averaging Principle of Caputo Type Neutral Fractional Stochastic Differential Equations
In this manuscript, we study the averaging principle for a class of neutral fractional stochastic differential equations. Firstly, the existence and...
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Averaging principle for stochastic Caputo fractional differential equations with non-Lipschitz condition
In this paper, the averaging principle for stochastic Caputo fractional differential equations (SCFDEs) with the nonlinear terms satisfying the...
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A Strong Convergence Rate of the Averaging Principle for Two-Time-Scale Forward-Backward Stochastic Differential Equations
In this paper, we study the strong convergence rate of the averaging principle of two-time-scale forward-backward stochastic differential equations...
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Averaging Principle for Two Time-Scales Stochastic Partial Differential Equations with Reflection
In this work, we consider a system of fast and slow time-scale stochastic partial differential equations with reflection, where the slow component is...
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The existence and averaging principle for Caputo fractional stochastic delay differential systems
In this paper, we first establish the existence and uniqueness theorem for solutions of Caputo type fractional stochastic delay differential systems...
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Stochastic Averaging Principle for Two-Time-Scale SDEs with Distribution-Dependent Coefficients Driven by Fractional Brownian Motion
In this paper, we derive an averaging principle for a fast–slow system of stochastic differential equations (SDEs) involving distribution-dependent...
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Strong Averaging Principle for Slow–Fast Stochastic Partial Differential Equations with Locally Monotone Coefficients
This paper is devoted to proving the strong averaging principle for slow–fast stochastic partial differential equations with locally monotone...
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A Strong Averaging Principle Rate for Two-Time-Scale Coupled Forward–Backward Stochastic Differential Equations Driven by Fractional Brownian Motion
This paper concerns the strong convergence rate of an averaging principle for two-time-scale coupled forward–backward stochastic differential...
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Time-averaging principle for G-SDEs based on Lyapunov condition
In this paper, we tame the uncertainty about the volatility in time-averaging principle for stochastic differential equations driven by G-Brownian...
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An Averaging Principle for Fast–Slow-Coupled Neutral Stochastic Differential Equations with Time-Varying Delay
This paper examines the stochastic averaging principle of fast-slow-coupled neutral stochastic differential equations with time-varying delay. Due to...
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The Order of Convergence in the Averaging Principle for Slow-Fast Systems of Stochastic Evolution Equations in Hilbert Spaces
In this work we are concerned with the study of the strong order of convergence in the averaging principle for slow-fast systems of stochastic...
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An Averaging Principle for Stochastic Differential Delay Equations Driven by Time-Changed Lévy Noise
In this paper, we aim to derive an averaging principle for stochastic differential equations driven by time-changed Lévy noise with variable delays....
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Averaging principle and normal deviations for multi-scale stochastic hyperbolic–parabolic equations
We study the asymptotic behavior of stochastic hyperbolic–parabolic equations with slow–fast time scales. Both the strong and weak convergence in the...
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Optimal Convergence Rates in the Averaging Principle for Slow–Fast SPDEs Driven by Multiplicative Noise
In this paper, the averaging principle is researched for slow–fast stochastic partial differential equations driven by multiplicative noises. The...
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An Averaging Principle for Stochastic Flows and Convergence of Non-Symmetric Dirichlet Forms
We study diffusion processes and stochastic flows which are time-changed random perturbations of a deterministic flow on a manifold. Using...
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Strong Averaging Principle for a Class of Slow-fast Singular SPDEs Driven by α-stable Process
In this paper, the strong averaging principle is researched for a class of Hölder continuous drift slow-fast SPDEs with α-stable process by the...
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Hessian averaging in stochastic Newton methods achieves superlinear convergence
We consider minimizing a smooth and strongly convex objective function using a stochastic Newton method. At each iteration, the algorithm is given an...
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Strong Averaging Principle for Two-Time-Scale Stochastic McKean-Vlasov Equations
In the paper, an averaging principle problem of stochastic McKean-Vlasov equations with slow and fast time-scale is considered. Firstly, existence...
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Large Deviations and Averaging for Stochastic Tamed 3D Navier–Stokes Equations with Fast Oscillations
In this paper, we first study the strong averaging principle for stochastic tamed 3D Navier–Stokes equation with fast oscillations, which can be...
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On Averaging and Mixing for Stochastic PDEs
We examine the convergence in the Krylov–Bogolyubov averaging for nonlinear stochastic perturbations of linear PDEs with pure imaginary spectrum and...