AbstractIn this paper, we consider fluctuations between certain stochastic ordinary differential system and their average ordinary differential system. We have weakened several assumptions in previous results
Asymptotic evolutions of open systems are studied. Conditions are given under which successive appro...
Consider a stochastic differential equation whose diffusion vector fields are formed from an integra...
An averaged system for the slow-fast stochastic FitzHugh--Nagumo system is derived in this paper. Th...
AbstractIn this paper, we consider fluctuations between certain stochastic ordinary differential sys...
We study stochastic perturbations of linear systems of the form $$ dv(t)+Av(t)dt = \epsilon P(v(t))d...
AbstractIn this paper, we consider the diffusion approximations of some stochastic processes with di...
summary:A theorem on continuous dependence of solutions to stochastic evolution equations on coeffic...
AbstractIn this note we consider the almost sure convergence (as ϵ→0) of solution Xϵ(·), defined ove...
AbstractAveraging is an important method to extract effective macroscopic dynamics from complex syst...
In this paper, we prove the validity of an averaging principle for multi-valued stochastic different...
AbstractSufficient conditions are given for linear processes and ARMA processes to have the Gaswirth...
AbstractThe theory of stochastic averaging principle provides an effective approach for the qualitat...
AbstractWe study the normalized difference between the solution uϵ of a reaction–diffusion equation ...
We study stochastic perturbations of linear systems of the form dv(t) + Av(t) dt = εP (v(t))dt + √ ε...
In this paper, an averaging principle for multidimensional, time dependent, stochastic differential ...
Asymptotic evolutions of open systems are studied. Conditions are given under which successive appro...
Consider a stochastic differential equation whose diffusion vector fields are formed from an integra...
An averaged system for the slow-fast stochastic FitzHugh--Nagumo system is derived in this paper. Th...
AbstractIn this paper, we consider fluctuations between certain stochastic ordinary differential sys...
We study stochastic perturbations of linear systems of the form $$ dv(t)+Av(t)dt = \epsilon P(v(t))d...
AbstractIn this paper, we consider the diffusion approximations of some stochastic processes with di...
summary:A theorem on continuous dependence of solutions to stochastic evolution equations on coeffic...
AbstractIn this note we consider the almost sure convergence (as ϵ→0) of solution Xϵ(·), defined ove...
AbstractAveraging is an important method to extract effective macroscopic dynamics from complex syst...
In this paper, we prove the validity of an averaging principle for multi-valued stochastic different...
AbstractSufficient conditions are given for linear processes and ARMA processes to have the Gaswirth...
AbstractThe theory of stochastic averaging principle provides an effective approach for the qualitat...
AbstractWe study the normalized difference between the solution uϵ of a reaction–diffusion equation ...
We study stochastic perturbations of linear systems of the form dv(t) + Av(t) dt = εP (v(t))dt + √ ε...
In this paper, an averaging principle for multidimensional, time dependent, stochastic differential ...
Asymptotic evolutions of open systems are studied. Conditions are given under which successive appro...
Consider a stochastic differential equation whose diffusion vector fields are formed from an integra...
An averaged system for the slow-fast stochastic FitzHugh--Nagumo system is derived in this paper. Th...
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