Convergence of <i>p</i>-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion

Bin Pei;  ; Yong Xu; Yuzhen Bai;  ;  ;

doi:10.3934/dcdsb.2019213

Convergence of p-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion

Discrete & Continuous Dynamical Systems - B ◽

10.3934/dcdsb.2019213 ◽

2020 ◽

Vol 25 (3) ◽

pp. 1141-1158

Author(s):

Bin Pei ◽

◽

Yong Xu ◽

Yuzhen Bai ◽

◽

...

Keyword(s):

Brownian Motion ◽

Partial Differential Equations ◽

Differential Equations ◽

Fractional Brownian Motion ◽

Stochastic Partial Differential Equations ◽

Averaging Principle ◽

Partial Differential

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Spectral collocation method for stochastic partial differential equations with fractional Brownian motion

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2020.113369 ◽

2021 ◽

pp. 113369

Author(s):

Mahdieh Arezoomandan ◽

Ali R. Soheili

Keyword(s):

Brownian Motion ◽

Partial Differential Equations ◽

Differential Equations ◽

Fractional Brownian Motion ◽

Collocation Method ◽

Stochastic Partial Differential Equations ◽

Spectral Collocation Method ◽

Spectral Collocation ◽

Partial Differential

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Approximate Controllability for Time-dependent Impulsive Neutral Stochastic Partial Differential Equations with Fractional Brownian Motion and Poisson Jumps

The interdisciplinary journal of Discontinuity Nonlinearity and Complexity ◽

10.5890/dnc.2021.06.005 ◽

2021 ◽

Vol 10 (2) ◽

pp. 227-235

Author(s):

K. Ramkumar ◽

K. Ravikumar ◽

A. Anguraj

Keyword(s):

Brownian Motion ◽

Partial Differential Equations ◽

Differential Equations ◽

Fractional Brownian Motion ◽

Stochastic Partial Differential Equations ◽

Approximate Controllability ◽

Time Dependent ◽

Poisson Jumps ◽

Partial Differential

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Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion

Nonlinear Analysis Hybrid Systems ◽

10.1016/j.nahs.2018.10.002 ◽

2019 ◽

Vol 31 ◽

pp. 317-333 ◽

Cited By ~ 6

Author(s):

Zhi Li ◽

Litan Yan

Keyword(s):

Brownian Motion ◽

Partial Differential Equations ◽

Differential Equations ◽

Fractional Brownian Motion ◽

Time Scale ◽

Stochastic Partial Differential Equations ◽

Stochastic Averaging ◽

Partial Differential

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Random dynamical systems for stochastic partial differential equations driven by a fractional Brownian motion

Discrete & Continuous Dynamical Systems - B ◽

10.3934/dcdsb.2010.14.473 ◽

2010 ◽

Vol 14 (2) ◽

pp. 473-493 ◽

Cited By ~ 37

Author(s):

María J. Garrido–Atienza ◽

◽

Kening Lu ◽

Björn Schmalfuss ◽

◽

...

Keyword(s):

Brownian Motion ◽

Partial Differential Equations ◽

Dynamical Systems ◽

Differential Equations ◽

Fractional Brownian Motion ◽

Stochastic Partial Differential Equations ◽

Random Dynamical Systems ◽

Partial Differential

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Approximate Controllability for Time-Dependent Impulsive Neutral Stochastic Partial Differential Equations with Fractional Brownian Motion and Memory

Universal Journal of Mathematics and Applications ◽

10.32323/ujma.588104 ◽

2020 ◽

pp. 115-120

Author(s):

Elsayed ELSAYED

Keyword(s):

Brownian Motion ◽

Partial Differential Equations ◽

Differential Equations ◽

Fractional Brownian Motion ◽

Stochastic Partial Differential Equations ◽

Approximate Controllability ◽

Time Dependent ◽

Partial Differential

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Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes

Nonlinear Analysis Hybrid Systems ◽

10.1016/j.nahs.2017.08.008 ◽

2018 ◽

Vol 27 ◽

pp. 107-124 ◽

Cited By ~ 6

Author(s):

Bin Pei ◽

Yong Xu ◽

George Yin ◽

Xiaoyu Zhang

Keyword(s):

Brownian Motion ◽

Partial Differential Equations ◽

Differential Equations ◽

Fractional Brownian Motion ◽

Time Scale ◽

Stochastic Partial Differential Equations ◽

Markovian Switching ◽

Partial Differential

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Multiparameter Fractional Brownian Motion And Quasi-Linear Stochastic Partial Differential Equations

Stochastics and Stochastics Reports ◽

10.1080/17442500108834263 ◽

2001 ◽

Vol 71 (3-4) ◽

pp. 141-163 ◽

Cited By ~ 19

Author(s):

Bernt Øksendal ◽

Tusheng Zhang

Keyword(s):

Brownian Motion ◽

Partial Differential Equations ◽

Differential Equations ◽

Fractional Brownian Motion ◽

Stochastic Partial Differential Equations ◽

Partial Differential

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Neutral Functional Partial Differential Equations Driven by Fractional Brownian Motion with Non-Lipschitz Coefficients

Journal of Partial Differential Equations ◽

10.4208/jpde.v27.n1.3 ◽

2014 ◽

Vol 27 (1) ◽

pp. 50-63

Author(s):

Li Zhi

Keyword(s):

Brownian Motion ◽

Partial Differential Equations ◽

Differential Equations ◽

Fractional Brownian Motion ◽

Partial Differential

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Infinite-dimensional stochastic partial differential equations with multiparametric Brownian motion

Cybernetics ◽

10.1007/bf01070397 ◽

1977 ◽

Vol 12 (4) ◽

pp. 597-606

Author(s):

L. L. Ponomarenko

Keyword(s):

Brownian Motion ◽

Partial Differential Equations ◽

Differential Equations ◽

Stochastic Partial Differential Equations ◽

Partial Differential ◽

Infinite Dimensional

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Existence and stability for fractional parabolic integro-partial differential equations with fractional Brownian motion and nonlocal condition

Cogent Mathematics & Statistics ◽

10.1080/25742558.2018.1460030 ◽

2018 ◽

Vol 5 (1) ◽

pp. 1460030

Author(s):

M.M. El-Borai ◽

K. El-S. El-Nadi ◽

H.M. Ahmed ◽

H. M. El-Owaidy ◽

A.S. Ghanem ◽

...

Keyword(s):

Brownian Motion ◽

Partial Differential Equations ◽

Differential Equations ◽

Fractional Brownian Motion ◽

Nonlocal Condition ◽

Partial Differential ◽

Existence And Stability

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