NSTL国家科技图书文献中心

1. Averaging principle for reflected stochastic evolution equations NSTL国家科技图书文献中心

Tian, Yifan | Wu, Jiang-Lun ... - 《Applied mathematics letters》 - 2025,160 - 共7页

摘要：An averaging* principle for reflected* | stochastic evolution equations is established in this paper | . To this end, we firstly construct the averaged | equations corresponding to the original equations and then | demonstrate, by utilizing the time discretization method

关键词： Reflected stochastic evolution equations | Averaging principle | Time discretization

2. Averaging principle on semi-axis for semi-linear differential equations NSTL国家科技图书文献中心

Cheban, David - 《Mathematische Nachrichten》 - 2025,298(1) - 156～189 - 共34页

摘要：We establish an averaging* principle on the* | real semi-axis for semi-linear equation x '=epsilon | (Ax+f(t)+F(t,x))$$begin{equation} hspace{9pc}x | {prime }=varepsilon (mathcal {A} x+f(t)+F(t,x)) end | {equation}$$with unbounded closed linear operator A*

关键词： asymptotically Bohr/Levitan almost periodic solutions | averaging principle on semi-axis | bounded solutions | hyperbolic sectorial operator | semi-linear equations | shift dynamical system | averaging principle on semi‐axis | semi‐linear equations

3. Averaging Principle for McKean-Vlasov SDEs Driven by FBMs NSTL国家科技图书文献中心

Zhang, Tongqi | Xu, Yong ... - 《Qualitative theory of dynamical systems》 - 2025,24(1) - 共26页

摘要：This paper considers a class of mixed slow | -fast McKean-Vlasov stochastic differential equations | that contain the fractional Brownian motion with | Hurst parameter H>1/2documentclass[12pt]{minimal | } usepackage{amsmath} usepackage{wasysym} usepackage{amsfonts

关键词： Fractional Brownian motion | Averaging principle | Slow-fast McKean-Vlasov SDEs

4. Averaging principle for slow-fast systems of stochastic PDEs with rough coefficients NSTL国家科技图书文献中心

Cerrai, Sandra | Zhu, Yichun - 《Stochastic Processes and Their Applications》 - 2025,185 - 共27页

摘要：This paper examines a class of slow-fast | systems of stochastic partial differential equations in | which the nonlinearity in the slow equation is | unbounded and discontinuous. We establish conditions that | guarantee the existence of a martingale solution, and we

关键词： Stochastic PDEs | Averaging principle | Stochastic reaction-diffusion systems

5. Averaging Principle for Mckean-Vlasov SDEs Driven by Multiplicative Fractional Noise With Highly Oscillatory Drift Coefficient NSTL国家科技图书文献中心

Pei, Bin | Feng, Lifang ... - 《Mathematical Methods in the Applied Sciences》 - 2025,48(9) - 10215～10224 - 共10页

摘要：In this paper, we study averaging principle | averaging system as the times scale e goes to zero in the | for a class of McKean-Vlasov stochastic differential | equations (SDEs) that contain multiplicative fractional | noise with Hurst parameter H > 1/2 and highly

关键词： highly oscillatory drift | McKean-Vlasov SDEs | multiplicative fractional noise | stochastic averaging | McKean–Vlasov SDEs

6. Existence, Uniqueness, and Averaging Principle for a Class of Fractional Neutral Itô-Doob Stochastic Differential Equations NSTL国家科技图书文献中心

Rhaima, Mohamed | Mchiri, Lassaad ... - 《Mathematical Methods in the Applied Sciences》 - 2025,48(9) - 9877～9886 - 共10页

摘要：, and averaging* principles of neutral fractional* | solutions. Additionally, we demonstrate the averaging | principle for NFSIDDEs through the utilization of key | This paper explores the existence, uniqueness | stochastic It & ocirc;-Doob differential equations

关键词： It & ocirc;-Doob stochastic differential equations | neutral stochastic system | Itô–Doob stochastic differential equations

7. Strong convergence order for slow-fast SDEs in Hölder norm NSTL国家科技图书文献中心

Liu, Jicheng | Long, Guiling - 《Statistics & Probability Letters》 - 2025,222 - 共8页

摘要： and fast time-scales, and deduce the averaging | principle in H & ouml;lder norm using the technique of | In this paper, we first derive a criterion for | strong convergence in H & ouml;lder norm by the Garsia | - Rodemich-Rumsey's lemma. Then we apply the criterion to a

关键词： Averaging principle | Slow-fast | Poisson equation | H & ouml;lder norm

8. Strong convergence of multi-scale stochastic differential equations with a full dependence NSTL国家科技图书文献中心

Ji, Qing | Liu, Jicheng - 《Statistics & Probability Letters》 - 2025,216 - 共10页

摘要： that strong convergence in the averaging principle | This paper considers the strong convergence of | multi-scale stochastic differential equations, where | diffusion coefficient of the slow component depends on | fast process. In this situation, it is well-known

关键词： Multi-scale | Poisson equation | Averaging principle | Strong convergence

9. Conditional McKean-Vlasov stochastic differential equations driven by fractional Brownian motions NSTL国家科技图书文献中心

Shen, Guangjun | Wang, Jiangpeng - 《Chaos,Solitons and Fractals》 - 2025,196 - 共15页

摘要： averaging principle is investigated with respect to two | In this paper, we are concerned with a class | of McKean-Vlasov stochastic differential equations | with Markovian regime-switching driven by fractional | Brownian motions with Hurst parameter H>1/2. We first

关键词： Conditional McKean-Vlasov SDEs | Fractional Brownian motions | Markovian regime-switching | Propagation of chaos | Averaging principle

10. Optimal convergence order for multi-scale stochastic Burgers equation NSTL国家科技图书文献中心

Gao, Peng | Sun, Xiaobin - 《Stochastic Partial Differential Equations》 - 2025,13(1) - 421～464 - 共44页

摘要：In this paper, we study the strong and weak | convergence rates for multi-scale one-dimensional stochastic | Burgers equation. Based on the techniques of Galerkin | approximation, Kolmogorov equation and Poisson equation, we | obtain the slow component strongly and weakly converges

摘要：An averaging* principle for reflected* | stochastic evolution equations is established in this paper | . To this end, we firstly construct the averaged | equations corresponding to the original equations and then | demonstrate, by utilizing the time discretization method

关键词： Reflected stochastic evolution equations | Averaging principle | Time discretization

摘要：We establish an averaging* principle on the* | real semi-axis for semi-linear equation x '=epsilon | (Ax+f(t)+F(t,x))$$begin{equation} hspace{9pc}x | {prime }=varepsilon (mathcal {A} x+f(t)+F(t,x)) end | {equation}$$with unbounded closed linear operator A*

关键词： asymptotically Bohr/Levitan almost periodic solutions | averaging principle on semi-axis | bounded solutions | hyperbolic sectorial operator | semi-linear equations | shift dynamical system | averaging principle on semi‐axis | semi‐linear equations

摘要：This paper considers a class of mixed slow | -fast McKean-Vlasov stochastic differential equations | that contain the fractional Brownian motion with | Hurst parameter H>1/2documentclass[12pt]{minimal | } usepackage{amsmath} usepackage{wasysym} usepackage{amsfonts

关键词： Fractional Brownian motion | Averaging principle | Slow-fast McKean-Vlasov SDEs

摘要：This paper examines a class of slow-fast | systems of stochastic partial differential equations in | which the nonlinearity in the slow equation is | unbounded and discontinuous. We establish conditions that | guarantee the existence of a martingale solution, and we

关键词： Stochastic PDEs | Averaging principle | Stochastic reaction-diffusion systems

摘要：In this paper, we study averaging principle | averaging system as the times scale e goes to zero in the | for a class of McKean-Vlasov stochastic differential | equations (SDEs) that contain multiplicative fractional | noise with Hurst parameter H > 1/2 and highly

关键词： highly oscillatory drift | McKean-Vlasov SDEs | multiplicative fractional noise | stochastic averaging | McKean–Vlasov SDEs

摘要：, and averaging* principles of neutral fractional* | solutions. Additionally, we demonstrate the averaging | principle for NFSIDDEs through the utilization of key | This paper explores the existence, uniqueness | stochastic It & ocirc;-Doob differential equations

关键词： It & ocirc;-Doob stochastic differential equations | neutral stochastic system | Itô–Doob stochastic differential equations

摘要： and fast time-scales, and deduce the averaging | principle in H & ouml;lder norm using the technique of | In this paper, we first derive a criterion for | strong convergence in H & ouml;lder norm by the Garsia | - Rodemich-Rumsey's lemma. Then we apply the criterion to a

关键词： Averaging principle | Slow-fast | Poisson equation | H & ouml;lder norm

摘要： that strong convergence in the averaging principle | This paper considers the strong convergence of | multi-scale stochastic differential equations, where | diffusion coefficient of the slow component depends on | fast process. In this situation, it is well-known

关键词： Multi-scale | Poisson equation | Averaging principle | Strong convergence

摘要： averaging principle is investigated with respect to two | In this paper, we are concerned with a class | of McKean-Vlasov stochastic differential equations | with Markovian regime-switching driven by fractional | Brownian motions with Hurst parameter H>1/2. We first

关键词： Conditional McKean-Vlasov SDEs | Fractional Brownian motions | Markovian regime-switching | Propagation of chaos | Averaging principle

摘要：In this paper, we study the strong and weak | convergence rates for multi-scale one-dimensional stochastic | Burgers equation. Based on the techniques of Galerkin | approximation, Kolmogorov equation and Poisson equation, we | obtain the slow component strongly and weakly converges

关键词： Optimal convergence order | Multi-scale | Stochastic Burgers equation | Averaging principle

4008-161-200 800-990-8900

国家科技图书文献中心

摘要：An averaging principle for reflected | stochastic evolution equations is established in this paper | . To this end, we firstly construct the averaged | equations corresponding to the original equations and then | demonstrate, by utilizing the time discretization method

关键词： Reflected stochastic evolution equations | Averaging principle | Time discretization

摘要：We establish an averaging principle on the | real semi-axis for semi-linear equation x '=epsilon | (Ax+f(t)+F(t,x))$$begin{equation*} hspace*{9pc}x | {prime }=varepsilon (mathcal {A} x+f(t)+F(t,x)) end | {equation*}$$with unbounded closed linear operator A

关键词： asymptotically Bohr/Levitan almost periodic solutions | averaging principle on semi-axis | bounded solutions | hyperbolic sectorial operator | semi-linear equations | shift dynamical system | averaging principle on semi‐axis | semi‐linear equations

摘要：This paper considers a class of mixed slow | -fast McKean-Vlasov stochastic differential equations | that contain the fractional Brownian motion with | Hurst parameter H>1/2documentclass[12pt]{minimal | } usepackage{amsmath} usepackage{wasysym} usepackage{amsfonts

关键词： Fractional Brownian motion | Averaging principle | Slow-fast McKean-Vlasov SDEs

摘要：This paper examines a class of slow-fast | systems of stochastic partial differential equations in | which the nonlinearity in the slow equation is | unbounded and discontinuous. We establish conditions that | guarantee the existence of a martingale solution, and we

关键词： Stochastic PDEs | Averaging principle | Stochastic reaction-diffusion systems

摘要：In this paper, we study averaging principle | averaging system as the times scale e goes to zero in the | for a class of McKean-Vlasov stochastic differential | equations (SDEs) that contain multiplicative fractional | noise with Hurst parameter H > 1/2 and highly

关键词： highly oscillatory drift | McKean-Vlasov SDEs | multiplicative fractional noise | stochastic averaging | McKean–Vlasov SDEs

摘要：, and averaging principles of neutral fractional | solutions. Additionally, we demonstrate the averaging | principle for NFSIDDEs through the utilization of key | This paper explores the existence, uniqueness | stochastic It & ocirc;-Doob differential equations

关键词： It & ocirc;-Doob stochastic differential equations | neutral stochastic system | Itô–Doob stochastic differential equations

摘要： and fast time-scales, and deduce the averaging | principle in H & ouml;lder norm using the technique of | In this paper, we first derive a criterion for | strong convergence in H & ouml;lder norm by the Garsia | - Rodemich-Rumsey's lemma. Then we apply the criterion to a

关键词： Averaging principle | Slow-fast | Poisson equation | H & ouml;lder norm

摘要： that strong convergence in the averaging principle | This paper considers the strong convergence of | multi-scale stochastic differential equations, where | diffusion coefficient of the slow component depends on | fast process. In this situation, it is well-known

关键词： Multi-scale | Poisson equation | Averaging principle | Strong convergence

摘要： averaging principle is investigated with respect to two | In this paper, we are concerned with a class | of McKean-Vlasov stochastic differential equations | with Markovian regime-switching driven by fractional | Brownian motions with Hurst parameter H>1/2. We first

关键词： Conditional McKean-Vlasov SDEs | Fractional Brownian motions | Markovian regime-switching | Propagation of chaos | Averaging principle

摘要：In this paper, we study the strong and weak | convergence rates for multi-scale one-dimensional stochastic | Burgers equation. Based on the techniques of Galerkin | approximation, Kolmogorov equation and Poisson equation, we | obtain the slow component strongly and weakly converges

关键词： Optimal convergence order | Multi-scale | Stochastic Burgers equation | Averaging principle

4008-161-200 800-990-8900

国家科技图书文献中心

摘要：An averaging* principle for reflected* | stochastic evolution equations is established in this paper | . To this end, we firstly construct the averaged | equations corresponding to the original equations and then | demonstrate, by utilizing the time discretization method

摘要：We establish an averaging* principle on the* | real semi-axis for semi-linear equation x '=epsilon | (Ax+f(t)+F(t,x))$$begin{equation} hspace{9pc}x | {prime }=varepsilon (mathcal {A} x+f(t)+F(t,x)) end | {equation}$$with unbounded closed linear operator A*

摘要：, and averaging* principles of neutral fractional* | solutions. Additionally, we demonstrate the averaging | principle for NFSIDDEs through the utilization of key | This paper explores the existence, uniqueness | stochastic It & ocirc;-Doob differential equations