Stochastics and Dynamics

Article	Citations
Singular limits for stochastic equations	13
On the topological pressure of axial product on trees	11
Exponential ergodicity for a stochastic two-layer quasi-geostrophic model	10
Numerical methods for fractional Fokker–Planck equation with multiplicative Marcus Lévy noises	10
Stability and stabilization of large-scale distribution-dependent SDEs	9
Identifying stochastic governing equations from data of the most probable transition trajectories	8
On the rate of convergence of weighted oscillating ergodic averages	6
A proof of the additivity of rough integral	6
Discrete-time approximation for backward stochastic differential equations driven by G-Brownian motion	6
Quantum synchronization for stochastic Schrödinger–Lohe model	6
The impact of noise on Burgers equations	6
Averaging principle for McKean–Vlasov SDEs with Lévy noise and Hölder coefficients	5
Well-posedness and invariant measures for second-order stochastic lattice systems with superlinear diffusion terms	5
Random invariant densities for markov operator cocycles and random mean ergodic theorem	5
Quadratic variation for the solution of the nonlinear stochastic wave equation	5
The fluctuational transition mechanism of non-hyperbolic chaotic invariant sets	4
Entropy formulae on Feldman–Katok metric of random dynamical systems	4
Amplitude equations for SPDEs driven by fractional additive noise with small hurst parameter	4
Stochastic Newton equations in the strong potential limit for the multi-dimensional case	4
Random self-similar series over a rotation	4
Geometric ergodicity of SGLD via reflection coupling	4
Distribution-dependent stochastic porous media equations	4
Locally Lipschitz BSDE with jumps and related Kolmogorov equation	3
Gâteaux type path-dependent PDEs and BSDEs with Gaussian forward processes	3
Data-driven discovery of slow–fast stochastic differential equations with data binning and sparse bayesian strategy	3

Existence of Absolutely Continuous Invariant Measures for Piecewise Expanding C1+???? Maps	3
Asymptotic behavior of stochastic p-Laplacian equations with dynamic boundary conditions	3
A large deviation principle for reflected SPDEs on infinite spatial domain	3
Optimal index and averaging principle for Itô–Doob stochastic fractional differential equations	3
Quadratic variation and drift parameter estimation for the stochastic wave equation with space-time white noise	3
Dynamics of a stochastic phytoplankton–zooplankton system with defensive and offensive effects	3
C0,1-Itô chain rules and generalized solutions of parabolic PDEs	3
The most probable transition pathway of a predator–prey system under noise	3
Weak solutions and invariant measures for some class of SPDE’s	3
Strong solutions and asymptotic behavior of bidomain equations with random noise	3
Deviation properties for linear self-attracting diffusion process and applications	3
Mean-field BSDEs with weak monotonicity and general growth generators	3
Rolling with random slipping and twisting: A large deviation point of view	2
Intermittency phenomena for mass distributions of stochastic flows with interaction	2
Infinite horizon multi-dimensional BSDE with oblique reflection and switching problem	2
Remotely almost periodicity for SDEs under the framework of evolution system	2
An example of intrinsic randomness in deterministic PDES	2
Weak mean random attractors for nonautonomous stochastic parabolic equation with variable exponents	2
Reflected BSDEs driven by G-Brownian motion with time-varying Lipschitz coefficients	2
Approximations of Lévy processes by integrated fast oscillating Ornstein–Uhlenbeck processes	2
Nonuniform dependence for high-dimensional modified Euler–Poincaré system with multiplicative noises	2
Semicontinuous evolution systems of enlarged measures for superlinear stochastic porous media lattice equations	2
Probability of transition to turbulence in a reduced stochastic model of pipe flow	2
Unstable manifolds for rough evolution equations	2
Uniform large deviation principles of fractional reaction–diffusion equations driven by superlinear multiplicative noise on ℝn	2
Reflected stochastic differential equations driven by standard and fractional Brownian motion	2
Stability analysis of a stochastic discrete pest-natural enemy model with integrated pest management strategy	2
Averaging principle for stochastic 3D generalized Navier–Stokes equations	2
Well-posedness of a system of SDEs driven by jump random measures	2
A note on weak existence for singular SDEs	2
Regularization of differential equations by two fractional noises	1
Mixing properties of a class of nonuniformly expanding maps — Application to Hölderian invariance principles	1
The continuity, regularity and polynomial stability of mild solutions for stochastic 2D-Stokes equations with unbounded delay driven by tempered fractional Gaussian noise	1
Large deviations for Hamiltonian systems on intermediate time scales	1
Physical measures of asymptotically autonomous dynamical systems	1
Global solutions for semilinear rough partial differential equations	1
Three-dimensional stochastic Navier–Stokes equations with Markov switching	1
Berry–Esséen bound for complex Wiener–Itô integral	1
Reflected BSDES driven by G-brownian motion with non-Lipschitz coefficients	1
Convergence problem of reduced Ostrovsky equation in Fourier–Lebesgue spaces with rough data and random data	1
Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient	1
The exponential behavior and stability of the stochastic three-dimensional primitive equations driven by Lévy noise	1
Author index Volume 23	1
Bohl–Perron theorem for random dynamical systems	1
A Monte Carlo algorithm for multiple stochastic integrals of stable processes	1
Parametrized families of Gibbs measures and their statistical inference	1
Stochastic averaging principle for neutral stochastic functional differential equations driven by G-Lévy process	1
First passage time and mean exit time for switching Brownian motion	1
Rate of convergence for the Smoluchowski–Kramers approximation for distribution-dependent SDEs driven by fractional Brownian motions	1
Continuity in law for solutions of SPDES with space-time homogeneous Gaussian noise	1

Global well-posedness for the nonlinear generalized parabolic Anderson model equation	1
An optimal estimate for linear reaction subdiffusion equations with Neumann boundary conditions	1
Quenched limit theorems for expanding on average cocycles	1
Stochastic averaging for a completely integrable Hamiltonian system with fractional Brownian motion	1
Uniqueness and statistical properties of the Gibbs state on general one-dimensional lattice systems with Markovian structure	1
Analysis of a new stochastic Gompertz diffusion model for untreated human glioblastomas	1
The asymptotic behavior of solutions for stochastic evolution equations with pantograph delay	1
Existence and concentration of positive solutions to a fractional system with saturable term	1
Mean-field equilibrium price formation with exponential utility	1
Smoothness of invariant manifolds for stochastic evolution equations with non-dense domain	1
On the coercivity condition in the learning of interacting particle systems	1
Local zero-stability of rough evolution equations	1
On weak existence of solutions of degenerate McKean–Vlasov equations	1
Effective dynamics of interfaces for nonlinear SPDEs driven by multiplicative white noise	1
C1-convergence of unstable foliations of stochastic evolution equations on thin domain	1
Entropy estimates for uniform attractors of 2D Navier–Stokes equations with weakly normal measures	1
Author index Volume 24	1
On the stability of mean-field stochastic differential equations with irregular expectation functional	1
Limit theorems for Cox–Ingersoll–Ross process with externally and self-exciting jumps and application to finance	1
Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes	1
Space-time fractional Anderson model driven by Gaussian noise rough in space	1
Preface – Special issue: Random dynamics	1
Dynamical behaviors of an impulsive stochastic neural field lattice model	1
A probabilistic numerical method for a class of mean field games	1
Average preserving variation processes in view of optimization	1
Deviation and concentration inequalities for dynamical systems with subexponential decay of correlations	0
Synchronization for KPZ	0
Weak mean random attractors for non-local random and stochastic reaction–diffusion equations	0
Uniform-in-time bounds for a stochastic hybrid system with fast periodic sampling and small white-noise	0
Preface for the Second Volume of the Special Issue Dedicated to the 65th Birthday of Björn Schmalfuß	0
Reflected and doubly reflected BSDEs driven by RCLL martingales	0
Maxitive monetary risk measures: Worst-case risk assessment and sharp large deviations	0
Invariant manifolds for random parabolic evolution equations with almost sectorial operators	0
Deterministic limit of a density-dependent population model with triangle type nonlocal cross-diffusion	0
Moderate deviations for stochastic Kuramoto–Sivashinsky equation	0
Approximation for a generalized Langevin equation with high oscillation in time and space	0
The two-barrier escape problem for compound renewal processes with two-sided jumps	0
Limiting behavior of invariant measures of stochastic reaction–diffusion equations on thin domains	0
Large deviations for Lévy diffusions in the small noise regime	0
Binary robustness of random attractors for 2D-Ginzburg–Landau equations with Wong–Zakai noise	0
Mean asymptotic behavior for stochastic Kuramoto–Sivashinshy equation in Bochner spaces	0
Continuity of weak pullback mean random attractors for non-autonomous stochastic wave equations	0
Small time asymptotics for a class of stochastic partial differential equations with fully monotone coefficients forced by multiplicative Gaussian noise	0
Estimates of constants in the limit theorems for chaotic dynamical systems	0
Density of nonzero exponent of contraction for pinching cocycles in Hom(S1)	0
Invariant submanifolds for solutions to rough differential equations	0
Well-posedness of stochastic variational inequalities with discontinuous drifts	0
Stationary solutions and invariant measures for SDEs driven by Lévy processes with Markovian switching	0
A two-dimensional stochastic fractional non-local diffusion lattice model with delays	0
The probability of events for stochastic parabolic equations	0
Stochastic 2D rotating Euler flows with bounded vorticity or white noise initial conditions	0
Large deviation limits of invariant measures	0
A stochastic Sir epidemic evolution model with non-concave force of infection: Mathematical modeling and analysis	0
Stochastic dynamics and data science	0
Existence and uniqueness of global solutions to the stochastic heat equation with superlinear drift on an unbounded spatial domain	0
Random circular billiards on surfaces of constant curvature: Pseudo integrability and mixing	0
On the weak invariance principle for non-adapted stationary random fields under projective criteria	0
Stochastic rotating waves	0
Forward–backward stochastic differential equations with delay generators	0
Random dynamics of stochastic retarded parabolic equations with multiplicative noise on ℝN	0
Limiting behavior of FitzHugh–Nagumo equations driven by colored noise on unbounded thin domains	0
Author index Volume 22	0
One admissible critical pair without Lyapunov norm implies a tempered exponential dichotomy for Met-systems	0
From Loewner-captive Hermitian diffusions to risk-captive efficient frontiers	0
Uniform large deviations of fractional stochastic equations with polynomial drift on unbounded domains	0
Uniform large deviations for stochastic 2D primitive equations driven by multiplicative noise	0
Stochastic stability for partially hyperbolic diffeomorphisms with mostly expanding and mostly contracting centers	0
Mild stochastic sewing lemma, SPDE in random environment, and fractional averaging	0
Weak mean attractors, ergodicity and large deviation principle of stochastic Klein–Gordon–Schrödinger lattice systems	0
Local linear estimator for fractional diffusions	0
Small perturbations may change the sign of Lyapunov exponents for linear SDEs	0
Functional equations for the stochastic exponential	0
Pullback measure attractors for nonautonomous stochastic lattice reversible Selkov systems	0
Regularity for distribution-dependent SDEs driven by jump processes	0
Poisson stability of solutions for stochastic evolution equations driven by fractional Brownian motion	0
Rate of homogenization for fully-coupled McKean–Vlasov SDEs	0
Dynamics and probability density function of a stochastic COVID-19 epidemic model with nonlinear incidence	0
Holonomies for foliations with extreme disintegration behavior	0
Strong solutions of SDEs with singular (form-bounded) drift via Röckner–Zhao approach	0
Stochastic differential equations with respect to optional semimartingales and two reflecting regulated barriers	0

Preface for the Special Issue in Memory of María J. Garrido-Atienza	0
Attractors of deterministic and random lattice difference equations	0
On a stochastic nonlocal system with discrete diffusion modeling life tables	0
Stochastic n-point D-bifurcations of stochastic Lévy flows and their complexity on finite spaces	0
Stochastic elliptic–parabolic system arising in porous media	0
Moderate deviations for a stochastic Schrödinger equation with linear drift	0
An approximate approach to fuzzy stochastic differential equations under sub-fractional Brownian motion	0
Results on approximate controllability for fractional stochastic delay differential systems of order r ∈ (1,2)	0
Exponential stability of stochastic systems: A pathwise approach	0
Data-driven method to extract mean exit time and escape probability for dynamical systems driven by Lévy noises	0
Stable large deviations for deterministic dynamical systems	0
Simple bounds on the most predictable component of a stochastic model	0
Arcsine and Darling–Kac laws for piecewise linear random interval maps	0
First-order linear Marcus SPDEs	0
Nonautonomous attractors and Young measures	0
Stochastic turbulence for Burgers equation driven by cylindrical Lévy process	0
Climate change for global warming 1.5∘C under the influence of multiplicative Gaussian noise	0
Large deviations of homological growth rates for hyperbolic surfaces	0
The β-Delaunay tessellation IV: Mixing properties and central limit theorems	0
Preface	0
Existence of solutions for mean-field integrodifferential equations with delay	0
The limit behavior of SEIRS model in spatial grid	0
Random walk on the Poincaré disk	0
Ergodicity of exclusion semigroups constructed from quantum Bernoulli noises	0
Large deviation for slow-fast McKean–Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions	0
Central exponents of linear stochastic differential-algebraic equations of index 1	0
Second-order McKean–Vlasov stochastic evolution equation driven by Poisson jumps: Existence, uniqueness and averaging principle	0
Wrapped processes on circular lattices for planar directions	0
Asymptotic behavior of maximum likelihood estimators for Ornstein–Uhlenbeck process with large linear drift	0
An optimal control problem for a linear SPDE driven by a multiplicative multifractional Brownian motion	0
Labeled partitions in action: Recombination, selection, mutation and more	0
Convergence of nonlinear filtering for multiscale systems with correlated Lévy noises	0
Continuity and topological structural stability for nonautonomous random attractors	0
Spreading speeds of random KPP equations with nonlocal diffusion	0
An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise	0
Asymptotic pressure on some self-similar trees	0
Invariant measure for 2D stochastic Cahn–Hilliard–Navier–Stokes equations	0
Analysis of a microfluidic chemostat model with random dilution ratios	0
LaSalle-type stationary oscillation principle for stochastic affine periodic systems	0
Invariant measures for random expanding on average Saussol maps	0
Practical stability analysis of stochastic perturbed linear time-varying systems via integral inequality	0
Almost sure diffusion approximation in averaging: Direct proofs with rough paths flavors	0
Stochastic differential equations with Hölder–Dini drift and driven by α-stable processes	0
Dynamics of a multi-species lottery competition model in stochastic environments	0
Geodesics and dynamical information projections on the manifold of Hölder equilibrium probabilities	0
Author index Volume 21	0
Asymptotic Log-Harnack inequality for the 2D Ericksen–Leslie model system with degenerate noise and damping	0
Exponential dichotomy for dynamically defined matrix-valued Jacobi operators	0
A note on the G-Itô Formula and a comment on “Averaging Principle for SDEs of Neutral Type Driven by G-Brownian Motion”	0
Some perpetual integral functionals of the three-dimensional Bessel process	0
Large deviations of one-hidden-layer neural networks	0
On the induced measure-theoretic entropy for random dynamical systems	0
Invariant measures and boundedness in the mean for stochastic equations driven by Lévy noise	0
Viability for impulsive stochastic differential inclusions driven by fractional Brownian motion	0
Preface	0
Large deviation principle for backward stochastic differential equations with a stochastic Lipschitz condition on z	0
Existence of global and explosive mild solutions of fractional reaction–diffusion system of semilinear SPDEs with fractional noise	0
Public private partnerships contract under moral hazard and ambiguous information	0
Quadratic BSDEs with mean reflection driven by G-brownian motion	0
Volterra equations driven by rough signals 2: Higher-order expansions	0
Nonexistence of observable chaos and its robustness in strongly monotone dynamical systems	0
Theoretical analysis and numerical approximation for the stochastic thermal quasi-geostrophic model	0
Periodic measures for a class of SPDEs with regime-switching	0
Representation of solutions to sticky stochastic differential equations	0
Mild solutions to time-fractional stochastic semi-linear wave equations	0
On the limit distribution for stochastic differential equations driven by cylindrical non-symmetric α-stable Lévy processes	0
Study of the dynamics of two chemostats connected by Fickian diffusion with bounded random fluctuations	0
Uniformity of singular value exponents for typical cocycles	0
Delay-dependent criteria on periodicity of stochastic neural networks with variable coefficients and delays	0
Random attractors for setvalued dynamical systems for stochastic evolution equations driven by a nontrivial fractional noise	0
Comparison of classical and path-by-path solutions to SDEs	0
Gaussian structure in coalescing stochastic flows	0
Global solution to non-self-adjoint stochastic Volterra equation	0
The most likely transition path for a class of distribution-dependent stochastic systems	0
The perfection of local semi-flows and local random dynamical systems with applications to SDEs	0
Stability, uniqueness and existence of solutions to McKean–Vlasov SDEs: a multidimensional Yamada–Watanabe approach	0
Strong rates of convergence of space-time discretization schemes for the 2D Navier–Stokes equations with additive noise	0
Deviation principles of a stochastic Leray-α system with fractional dissipation	0
Typical properties of ergodic optimization for asymptotically additive potentials	0
Large deviation principle for a 2D liquid crystal model with multiplicative noise	0