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Averaging principle for slow-fast stochastic partial differential equations with Hölder continuous coefficients
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Averaging principle for slow-fast stochastic partial differential equations with Hölder continuous coefficients (2020)Averaging principle for slow-fast stochas…Stochastic Partial Differential Equations: An Introduction (2015)Stochastic Partial Differenti…Strong Uniqueness for Stochastic Evolution Equations with Unbounded Measurable Drift Term (2014)Strong Uniqueness for Stochas…Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift (2013)Strong uniqueness for stochas…Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift (2013)Strong uniqueness for stochas…Pathwise uniqueness for a class of SDE in Hilbert spaces and applications (2009)Pathwise uniqueness for a cla…Strong solutions of stochastic equations with singular time dependent drift (2004)Strong solutions of stochasti…On the uniqueness of solutions of stochastic differential equations (1971)Stochastic Differential Equations and Diffusion Processes (1983)Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients (2007)Stochastic Homeomorphism Flows of SDEs with Singular Drifts and Sobolev Diffusion Coefficients (2011)Averaging along irregular curves and regularisation of ODEs (2016)A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT (1974)A Concise Course on Stochastic Partial Differential Equations (2007)Strong uniqueness for SDEs in Hilbert spaces with nonregular drift (2016)Integrability conditions for SDEs and semilinear SPDEs (2017)Continuous Martingales and Brownian Motion (1999)Sobolev differentiable stochastic flows for SDEs with singular coefficients: Applications to the transport equation (2015)Large and Moderate Deviation Principles for McKean-Vlasov SDEs with Jumps (2022)Brownian Motion and Stochastic Calculus (1998)Brownian Motion and Stochastic Calculus (2007)Stochastic differential equations with Sobolev drifts and driven by $\alpha$-stable processes (2013)Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift (2015)Degenerate SDE with Hölder--Dini Drift and Non-Lipschitz Noise Coefficient (2016)Propagation of chaos for stochastic spatially structured neuronal networks with delay driven by jump diffusions (2020)Strong convergence order for slow–fast McKean–Vlasov stochastic differential equations (2021)Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs (2022)
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References

  • 2015Stochastic Partial Differential Equations: An Introduction541 cited
  • 2004Strong solutions of stochastic equations with singular time dependent drift420 cited
  • 2013Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift89 cited
  • 2013Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift84 cited
  • 2009Pathwise uniqueness for a class of SDE in Hilbert spaces and applications74 cited
  • 2014Strong Uniqueness for Stochastic Evolution Equations with Unbounded Measurable Drift Term35 cited

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