JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE) ›› 2018, Vol. 53 ›› Issue (4): 59-65.doi: 10.6040/j.issn.1671-9352.0.2017.343
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ZHANG Ya-juan, LYU Yan*
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[1] LYU Yan, WANG Wei. Limiting dynamics for stochastic wave equations[J]. Journal of Differential Equations, 2008, 244(1):1-23. [2] FREIDLIN M, HU W, WENTZELL A. Small mass asymptotic for the motion with vanishing friction[J]. Stochastic Processes and their Applications, 2013, 123(1):45-75. [3] RAMONA WESTERMANN. Smoluchowski-Kramers approximation for stochastic differential equations and applications in behavioral finance[D]. North Rhine Westphalia: Universitat Bielefeld, 2006. [4] FREIDLIN M. Some remarks on the Smoluchowski-Kramers approximation[J]. Journal of Statistical Physics, 2004, 117(3):617-634. [5] CERRAI S, FREIDLIN M, SALINS M. On the Smoluchowski-Kramers approximation for SPDEs and its interplay with large deviations and long time behavior[J]. Discrete and Continuous Dynamical Systems(Series A), 2017, 37(1):33-76. [6] CERRAI S, FREIDLIN M. Averaging principle for a class of stochastic reaction—diffusion equations[J]. Probability Theory and Related Fields, 2009, 144(1/2):137-177. [7] LYU Yan, ROBERTS A J. Averaging approximation to singularly perturbed nonlinear stochastic wave equations[J]. Journal of Mathematical Physics, 2012, 53(6):559-588. [8] LYU Yan, WANG Wei. Limit behavior of nonlinear stochastic wave equations with singular perturbation[J]. Discrete and Continuous Dynamical Systems(Series B), 2012, 13(1):175-193. [9] LYU Yan, ROBERTS A J. Large deviation principle for singularly perturbed stochastic damped wave equations[J]. Stochastic Analysis and Applications, 2014, 32(1):50-60. [10] WONG E, ZAKAI M. On the convergence of ordinary integrals to stochastic integrals[J]. Annals of Mathematical Statistics, 1965, 36(5):1560-1564. [11] BERNT Øksendal. 随机微分方程导论与应用[M].北京:科学出版社, 2012. BERNT Øksendal. Stochastic differential equations[M]. Beijing: Science Press, 2012. [12] 李静. Cauchy-Schwarz不等式的四种形式的证明及应用[J].宿州学院学报, 2008, 23(6):95-96. LI Jing.The proof and application of four forms of Cauchy-Schwarz inequality[J].Journal of Suzhou University, 2008, 23(6):95-96. |
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