Averaging Principle for Backward Stochastic Differential Equations [PDF]
Discrete Dynamics in Nature and Society, 2021 The averaging principle for BSDEs and one-barrier RBSDEs, with Lipschitz coefficients, is investigated. An averaged BSDEs for the original BSDEs is proposed, as well as the one-barrier RBSDEs, and their solutions are quantitatively compared.
Yuanyuan Jing, Zhi Li
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The Averaging Principle for Hilfer Fractional Stochastic Evolution Equations With Lévy Noise
Fractal and Fractional, 2023 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 averaged equations converge to the corresponding solutions of the original ...
Min Yang, Qi-Ru Wang
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On Averaging Principle for Caputo–Hadamard Fractional Stochastic Differential Pantograph Equation
Fractal and Fractional, 2022 In this paper, we studied an averaging principle for Caputo–Hadamard fractional stochastic differential pantograph equation (FSDPEs) driven by Brownian motion.
Mounia Mouy +5 more
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Averaging Principle for Stochastic Tidal Dynamics Equations [PDF]
Communications in Mathematical Analysis and Applications, 2023 Summary: In this paper, we aim to establish a strong averaging principle for stochastic tidal dynamics equations. The averaging principle is an effective method for studying the qualitative analysis of nonlinear dynamical systems. Under suitable assumptions, utilizing Khasminkii's time discretization approach, we derive a strong averaging principle ...
Yin, Xiuwei +2 more
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The averaging principle for stochastic differential equations driven by a Wiener process revisited [PDF]
Comptes Rendus. Mathématique, 2022 We consider a one-dimensional stochastic differential equation driven by a Wiener process, where the diffusion coefficient depends on an ergodic fast process.
Bréhier, Charles-Edouard
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On the Averaging Principle for Fuzzy Fractional Stochastic Differential Equations
Fractal and FractionalThis paper aims to extend the averaging principle for first order fuzzy stochastic differential equations to Riemann–Liouville fuzzy fractional stochastic differential equations, addressing the research gap in this field.
Wenwen Luo, Rui Liu
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The Averaging Principle for Caputo Type Fractional Stochastic Differential Equations with Lévy Noise
Fractal and FractionalIn this paper, the averaging principle for Caputo type fractional stochastic differential equations with Lévy noise is investigated with consideration of a new method for dealing with singular integrals.
Lulu Ren, Guanli Xiao
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An Averaging Principle for Stochastic Differential Delay Equations with Fractional Brownian Motion
Abstract and Applied Analysis, 2014 An averaging principle for a class of stochastic differential delay equations (SDDEs) driven by fractional Brownian motion (fBm) with Hurst parameter in (1/2,1) is considered, where stochastic integration is convolved as the path integrals. The solutions
Yong Xu, Bin Pei, Yongge Li
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An inertial manifold and the principle of spatial averaging [PDF]
International Journal of Mathematics and Mathematical Sciences, 2001 We examine the existence of inertial manifold of a class of differential equations with particular boundary conditions.
Hyukjin Kwean
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Averaging principle for fuzzy stochastic differential equations [PDF]
Contributions to Mathematics, 2022 Summary: This study offers the averaging principle for fuzzy stochastic differential equations (FSDEs). The solutions to FSDEs can be approximated in the sense of mean square solutions of averaged fuzzy stochastic system under certain assumptions.
Elhoussain Arhrrabi +2 more
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