Results 31 to 40 of about 6,510,742 (297)
Strong Convergence in the Stochastic Averaging Principle
Journal of Mathematical Analysis and Applications, 1994 In this note we consider the almost sure convergence (as ϵ→0) of solution Xϵ(·), defined over the interval 0 ≤ τ ≤ 1, of the random ordinary differential equation View the MathML source Here {F(x, t, ω), t ≥ 0} is a strong mixing process for each x and (x, t) → F(x, t, ω) is subject to regularity conditions which ensure the existence of a unique ...
Heunis, A. J., Kouritzin, Michael
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, 2012 Typically, models with a heterogeneous property are considerably harder to analyze than the corresponding homogeneous models, in which the heterogeneous property is replaced with its average value. In this study we show that any outcome of a heterogeneous model that satisfies the two properties of \emph{differentiability} and \emph{interchangibility ...
Fibich, Gadi +2 more
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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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Averaging principle for a type of Caputo fractional stochastic differential equations.
Chaos, 2021 The averaging principle for Caputo fractional stochastic differential equations has recently attracted much attention. In this paper, we investigate the averaging principle for a type of Caputo fractional stochastic differential equation.
Zhongkai Guo, Junhao Hu, C. Yuan
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, 2012 Typically, models with a heterogeneous property are considerably harder to analyze than the corresponding homogeneous models, in which the heterogeneous property is replaced with its average value. In this study we show that any outcome of a heterogeneous model that satisfies the two properties of differentiability and interchangibility is O(ε^2 ...
Fibich, Gadi +2 more
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Strong convergence in the pth-mean of an averaging principle for two-time-scales SPDEs with jumps
Advances in Difference Equations, 2017 The main goal of this work is to study an averaging principle for two-time-scales stochastic partial differential equations with jumps. The solutions of reduced equations with modified coefficients are derived to approximate the slow component of the ...
Qing Guo, Peirong Guo, Fangyi Wan
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Periodic Averaging Principle for Neutral Stochastic Delay Differential Equations with Impulses
Complexity, 2020 In this paper, we study the periodic averaging principle for neutral stochastic delay differential equations with impulses under non-Lipschitz condition.
Peiguang Wang, Yan Xu
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Hamiltonian systems with Lévy noise: Symplecticity, Hamilton’s principle and averaging principle [PDF]
Physica D: Nonlinear Phenomena, 2019 This work focuses on topics related to Hamiltonian stochastic differential equations with Lévy noise. We first show that the phase flow of the stochastic system preserves symplectic structure, and propose a stochastic version of Hamilton's principle by the corresponding formulation of the stochastic action integral and the Euler-Lagrange equation ...
Wei, Pingyuan, Chao, Ying, Duan, Jinqiao
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Averaging Principle and Normal Deviations for Multiscale Stochastic Systems [PDF]
Communications in Mathematical Physics, 2020 We study the asymptotic behavior for an inhomogeneous multiscale stochastic dynamical system with non-smooth coefficients. Depending on the averaging regime and the homogenization regime, two strong convergences in the averaging principle of functional ...
M. Röckner, Longjie Xie
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An averaging principle for stochastic evolution equations. II. [PDF]
Mathematica Bohemica, 1991 Summary: [For part I, by the second and third author, see Čas. Pěstovani Mat. 115, No. 3, 240-263 (1990; Zbl 0718.60068).] Integral continuity theorems for solutions of stochastic evolution equations of parabolic type on unbounded time intervals are established.
Maslowski, Bohdan +2 more
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