Some recent developments of stochastic averaging principle

Yong Xu; Bin Pei; Wei Xu

doi:10.6052/1672-6553-2017-022

Some recent developments of stochastic averaging principle

Yong Xu, Bin Pei, Wei Xu

School of Mathematics and Statistics

Northwestern Polytechnical University Xian

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

Abstract

Based on the recent research status and development trend of the stochastic averaging principle, we discussed the averaging principles with respect to non-Gaussian Levy noise, fractional Gaussian noise and complex dynamics system with Markov switching.

Original language	English
Pages (from-to)	193-199
Number of pages	7
Journal	Journal of Dynamics and Control
Volume	15
Issue number	3
DOIs	https://doi.org/10.6052/1672-6553-2017-022
State	Published - Jun 2017

Keywords

Fractional Gaussian noise
Markov switching
Non-Gaussian levy noise
Stochastic averaging principle
Stochastic complex dynamics system

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10.6052/1672-6553-2017-022

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title = "Some recent developments of stochastic averaging principle",

abstract = "Based on the recent research status and development trend of the stochastic averaging principle, we discussed the averaging principles with respect to non-Gaussian Levy noise, fractional Gaussian noise and complex dynamics system with Markov switching.",

keywords = "Fractional Gaussian noise, Markov switching, Non-Gaussian levy noise, Stochastic averaging principle, Stochastic complex dynamics system",

author = "Yong Xu and Bin Pei and Wei Xu",

year = "2017",

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doi = "10.6052/1672-6553-2017-022",

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AU - Xu, Yong

AU - Pei, Bin

AU - Xu, Wei

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AB - Based on the recent research status and development trend of the stochastic averaging principle, we discussed the averaging principles with respect to non-Gaussian Levy noise, fractional Gaussian noise and complex dynamics system with Markov switching.

KW - Fractional Gaussian noise

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KW - Non-Gaussian levy noise

KW - Stochastic averaging principle

KW - Stochastic complex dynamics system

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M3 - 文章

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SN - 1672-6553

VL - 15

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JO - Journal of Dynamics and Control

JF - Journal of Dynamics and Control

IS - 3

ER -

Some recent developments of stochastic averaging principle

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Keywords

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