Image de couverture de livre

Averaging principles for time-inhomogeneous multi-scale SDEs via nonautonomous Poisson equations

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Sun, Xiaobin, Wang, Jian, Xie, Yingchao
Format:	Preprint
Publié:	2024
Sujets:	Probability
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Averaging principles for time-inhomogeneous multi-scale SDEs with partially dissipative coefficients
par: Sun, Xiaobin, et autres
Publié: (2025)

Strong averaging principle for nonautonomous multi-scale SPDEs with fully local monotone and almost periodic coefficients
par: Cheng, Mengyu, et autres
Publié: (2025)

Strong averaging principle for nonautonomous slow-fast SPDEs driven by $α$-stable processes
par: Li, Yueling, et autres
Publié: (2025)

Diffusion Approximation for Slow-Fast SDEs with State-Dependent Switching
par: Sun, Xiaobin, et autres
Publié: (2025)

Time inhomogeneous Poisson equations and non-autonomous multi-scale stochastic systems
par: Wang, Ling, et autres
Publié: (2024)

Extinction, explosion and contraction for time-inhomogeneous SDEs with jumps
par: Chen, Shukai, et autres
Publié: (2025)

On the $\varepsilon$-Euler-Maruyama scheme for time-inhomogeneous jump-driven SDEs
par: Bossy, Mireille, et autres
Publié: (2024)

Uniform large deviation principles for SDEs under locally weak monotonicity conditions
par: Wang, Jian, et autres
Publié: (2024)

Time-inhomogeneous KPZ equation from non-equilibrium Ginzburg-Landau SDEs
par: Yang, Kevin
Publié: (2023)

Averaging principle for SDEs with singular drifts driven by $α$-stable processes
par: Cheng, Mengyu, et autres
Publié: (2024)

Averaging principle for slow-fast fractional stochastic differential equations
par: Bréhier, Charles-Edouard, et autres
Publié: (2025)

Long time behavior of one-dimensional McKean-Vlasov SDEs with common noise
par: Jianhai, Bao, et autres
Publié: (2024)

Averaging principle for semilinear slow-fast rough partial differential equations
par: Li, Miaomiao, et autres
Publié: (2024)

Averaging principle for two time-scale stochastic differential equations with fast component in noncompact space
par: Wang, Shen, et autres
Publié: (2022)

Large and Moderate deviation principles for the Multivalued McKean-Vlasov SDEs with jumps
par: Cheng, Lingyan, et autres
Publié: (2025)

Stationary distributions of McKean-Vlasov SDEs with jumps: existence, uniqueness, and multiplicity
par: Bao, Jianhai, et autres
Publié: (2025)

Wellposedness and averaging principle for conditional distribution dependent SDEs driven by standard Brownian motions and fractional Brownian motions
par: Tan, Li, et autres
Publié: (2025)

Geometric ergodicity of modified Euler schemes for SDEs with super-linearity
par: Bao, Jianhai, et autres
Publié: (2024)

A note on Lévy-driven McKean-Vlasov SDEs under monotonicity
par: Bao, Jianhai, et autres
Publié: (2024)

Fisher information dissipation for time inhomogeneous stochastic differential equations
par: Feng, Qi, et autres
Publié: (2024)

SDEs with critical time dependent drifts: strong solutions
par: Röckner, Michael, et autres
Publié: (2021)

Averaging principle for jump processes depending on fast ergodic dynamics
par: Kagan, Vincent, et autres
Publié: (2025)

Second-order McKean-Vlasov stochastic evolution equation driven by Poisson jumps: existence, uniqueness and averaging principle
par: Shi, Chungang
Publié: (2024)

Non-local parabolic equations with singular (Morrey) time-inhomogeneous drift
par: Kinzebulatov, Damir
Publié: (2024)

Uniform-in-time estimates for mean-field type SDEs and applications
par: Bao, Jianhai, et autres
Publié: (2024)

Convergence of bi-spatial pullback random attractors and stochastic Liouville type equations for nonautonomous stochastic p-Laplacian lattice system
par: Wang, Jintao, et autres
Publié: (2024)

On the moderate deviation principles in the sparse multi-type Erdős Rényi random graph
par: Yu, Rui, et autres
Publié: (2024)

Revisiting scaling limits for critical inhomogeneous random graphs with finite third moments
par: Addario-Berry, Louigi, et autres
Publié: (2025)

Averaging principle for equation driven by a stochastic measure
par: Radchenko, Vadym
Publié: (2018)

Numerical computation of probabilities for nonlinear SDEs in high dimension using Kolmogorov equation
par: Flandoli, Franco, et autres
Publié: (2020)

Maximum principle for recursive optimal control problem of stochastic delay evolution equations
par: Liu, Guomin, et autres
Publié: (2023)

Weak and strong averaging principle for 2D Boussinesq equations with non-Lipschitz Poisson jump noise
par: Shi, Yangyang, et autres
Publié: (2026)

Distribution-flow dependent SDEs driven by (fractional) Brownian motion and Navier-Stokes equations
par: Hao, Zimo, et autres
Publié: (2024)

Fokker-Planck equations for McKean-Vlasov SDEs driven by fractional Brownian motion
par: Labed, Saloua, et autres
Publié: (2024)

Quantitative boundary Hölder estimates for the inhomogeneous Poisson problem through a probabilistic approach
par: Cîmpean, Iulian, et autres
Publié: (2025)

Solving McKean-Vlasov SDEs via relative entropy
par: Han, Yi
Publié: (2022)

Regularity Estimates for Singular Density Dependent SDEs
par: Wang, Feng-Yu, et autres
Publié: (2026)

Controlled rough SDEs, pathwise stochastic control and dynamic programming principles
par: Friz, Peter K., et autres
Publié: (2024)

Averaging principle for slow-fast systems of PDEs with rough drivers
par: Li, Miaomiao, et autres
Publié: (2025)

Large deviation principle for a two-time-scale McKean-Vlasov model with jumps
par: Yang, Xiaoyu, et autres
Publié: (2024)