An averaging principle for slow–fast fractional stochastic parabolic equations on unbounded domains

Xu, Jie

doi:10.1016/j.spa.2022.04.019

Stochastic Processes and their Applications

2022

DOI: 10.1016/j.spa.2022.04.019

|View full text |Cite

An averaging principle for slow–fast fractional stochastic parabolic equations on unbounded domains

Jie Xu

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...

Citation Types

Supporting

Mentioning

Contrasting

Year Published

2022

2024

Publication Types

Select...

Article3

Relationship

Self Cite0

Independent3

Authors

Journals

Cited by 3 publications

References 51 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

Stochastic averaging for a type of fractional differential equations with multiplicative fractional Brownian motion

Wang

Pei

2022

Chaos: An Interdisciplinary Journal of Nonlinear Science

View full text Add to dashboard Cite

This paper focuses on the averaging principle of Caputo fractional stochastic differential equations (SDEs) with multiplicative fractional Brownian motion (fBm), where Hurst parameter [Formula: see text] and the integral of fBm as a generalized Riemann–Stieltjes integral. Under suitable assumptions, the averaging principle on Hölder continuous space is established by giving the estimate of Hölder norm. Specifically, we show that the solution of the original fractional SDEs converges to the solution of the proposed averaged fractional SDEs in the mean square sense and gives an example to illustrate our result.

show abstract

Stochastic averaging for a type of fractional differential equations with multiplicative fractional Brownian motion

Wang

Pei

2022

Chaos: An Interdisciplinary Journal of Nonlinear Science

View full text Add to dashboard Cite

show abstract

Second-Order Fast-Slow Stochastic Systems

Nguyen,

Yin

2024

SIAM J. Math. Anal.

View full text Add to dashboard Cite

Averaging principle for stochastic 3D generalized Navier–Stokes equations

Liu,

Lin,

Shi

2024

Stoch. Dyn.

View full text Add to dashboard Cite

show abstract

scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.

Contact Info

hi@scite.ai

10624 S. Eastern Ave., Ste. A-614

Henderson, NV 89052, USA

Blog Terms and Conditions API Terms Privacy Policy Contact Cookie Preferences Do Not Sell or Share My Personal Information

Made with 💙 for researchers

Part of the Research Solutions Family.

An averaging principle for slow–fast fractional stochastic parabolic equations on unbounded domains

Cited by 3 publications

References 51 publications

Stochastic averaging for a type of fractional differential equations with multiplicative fractional Brownian motion

Stochastic averaging for a type of fractional differential equations with multiplicative fractional Brownian motion

Second-Order Fast-Slow Stochastic Systems

Averaging principle for stochastic 3D generalized Navier–Stokes equations

Contact Info

Product

Resources

About