Averaging Principle for Multiscale Stochastic Fractional Schrödinger–Korteweg-de Vries System
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Statistical Physics"
DOI: 10.1007/s10955-020-02645-6
Abstract: This work concerns the averaging principle for multiscale stochastic fractional Schrodinger–Korteweg-de Vries system. Stochastic averaging principle is a powerful tool for studying qualitative analysis of stochastic dynamical systems with different time-scales. To be more precise,… read more here.
Keywords: principle multiscale; system; averaging principle; korteweg vries ... See more keywords
Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs
Sign Up to like & getrecommendations! Published in 2022 at "Journal of Differential Equations"
DOI: 10.1016/j.jde.2022.01.039
Abstract: In this paper, we aim to study the asymptotic behaviour for a class of McKean-Vlasov stochastic partial differential equations with slow and fast time-scales. Using the variational approach and classical Khasminskii time discretization, we show… read more here.
Keywords: vlasov; slow fast; mckean vlasov; convergence rates ... See more keywords
Averaging principle for SDEs of neutral type driven by G-Brownian motion
Sign Up to like & getrecommendations! Published in 2019 at "Stochastics and Dynamics"
DOI: 10.1142/s0219493719500047
Abstract: In this paper, we investigate the averaging principle for SDEs of neutral type driven by [Formula: see text]-Brownian motion. The solutions of convergence in the sense of [Formula: see text]th moment and convergence in capacity… read more here.
Keywords: averaging principle; principle; type driven; sdes neutral ... See more keywords