Stochastics and Dynamics

Article	Citations
Singular limits for stochastic equations	13
Identifying stochastic governing equations from data of the most probable transition trajectories	11
The impact of noise on Burgers equations	10
A proof of the additivity of rough integral	10
Exponential ergodicity for a stochastic two-layer quasi-geostrophic model	9
Stability and stabilization of large-scale distribution-dependent SDEs	8
Random invariant densities for markov operator cocycles and random mean ergodic theorem	6
Numerical methods for fractional Fokker–Planck equation with multiplicative Marcus Lévy noises	6
Discrete-time approximation for backward stochastic differential equations driven by G-Brownian motion	6
Distribution-dependent stochastic porous media equations	6
On the topological pressure of axial product on trees	6
Amplitude equations for SPDEs driven by fractional additive noise with small hurst parameter	5
On the rate of convergence of weighted oscillating ergodic averages	5
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	4
Dynamics of a stochastic phytoplankton–zooplankton system with defensive and offensive effects	4
Quadratic variation for the solution of the nonlinear stochastic wave equation	4
Random self-similar series over a rotation	4
Entropy formulae on Feldman–Katok metric of random dynamical systems	4
Quantum synchronization for stochastic Schrödinger–Lohe model	4
The fluctuational transition mechanism of non-hyperbolic chaotic invariant sets	4
C0,1-Itô chain rules and generalized solutions of parabolic PDEs	3
Asymptotic behavior of stochastic p-Laplacian equations with dynamic boundary conditions	3
Stochastic Newton equations in the strong potential limit for the multi-dimensional case	3
Deviation properties for linear self-attracting diffusion process and applications	3

Optimal index and averaging principle for Itô–Doob stochastic fractional differential equations	3
Geometric ergodicity of SGLD via reflection coupling	3
Mean-field BSDEs with weak monotonicity and general growth generators	3
Gâteaux type path-dependent PDEs and BSDEs with Gaussian forward processes	3
A large deviation principle for reflected SPDEs on infinite spatial domain	3
Intermittency phenomena for mass distributions of stochastic flows with interaction	2
Weak solutions and invariant measures for some class of SPDE’s	2
Rolling with random slipping and twisting: A large deviation point of view	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
Unstable manifolds for rough evolution equations	2
A note on weak existence for singular SDEs	2
Averaging principle for stochastic 3D generalized Navier–Stokes equations	2
Quadratic variation and drift parameter estimation for the stochastic wave equation with space-time white noise	2
The most probable transition pathway of a predator–prey system under noise	2
Data-driven discovery of slow–fast stochastic differential equations with data binning and sparse bayesian strategy	2
Uniform large deviation principles of fractional reaction–diffusion equations driven by superlinear multiplicative noise on ℝn	2
Stability analysis of a stochastic discrete pest-natural enemy model with integrated pest management strategy	2
Well-posedness of a system of SDEs driven by jump random measures	2
Convergence problem of reduced Ostrovsky equation in Fourier–Lebesgue spaces with rough data and random data	2
Approximations of Lévy processes by integrated fast oscillating Ornstein–Uhlenbeck processes	2
Locally Lipschitz BSDE with jumps and related Kolmogorov equation	2
Strong solutions and asymptotic behavior of bidomain equations with random noise	2
Reflected stochastic differential equations driven by standard and fractional Brownian motion	2
Semicontinuous evolution systems of enlarged measures for superlinear stochastic porous media lattice equations	2
Nonuniform dependence for high-dimensional modified Euler–Poincaré system with multiplicative noises	2
An example of intrinsic randomness in deterministic PDES	2
Reflected BSDEs driven by G-Brownian motion with time-varying Lipschitz coefficients	2
Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient	1
Continuity in law for solutions of SPDES with space-time homogeneous Gaussian noise	1
Entropy estimates for uniform attractors of 2D Navier–Stokes equations with weakly normal measures	1
An optimal estimate for linear reaction subdiffusion equations with Neumann boundary conditions	1
Berry–Esséen bound for complex Wiener–Itô integral	1
Analysis of a new stochastic Gompertz diffusion model for untreated human glioblastomas	1
First passage time and mean exit time for switching Brownian motion	1
Preface – Special issue: Random dynamics	1
Global well-posedness for the nonlinear generalized parabolic Anderson model equation	1
Existence and concentration of positive solutions to a fractional system with saturable term	1
Author index Volume 23	1
Author index Volume 24	1
Bohl–Perron theorem for random dynamical systems	1
On the coercivity condition in the learning of interacting particle systems	1
Large deviations for Hamiltonian systems on intermediate time scales	1
Space-time fractional Anderson model driven by Gaussian noise rough in space	1
Reflected BSDES driven by G-brownian motion with non-Lipschitz coefficients	1
Rate of convergence for the Smoluchowski–Kramers approximation for distribution-dependent SDEs driven by fractional Brownian motions	1
On the stability of mean-field stochastic differential equations with irregular expectation functional	1
Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes	1
On weak existence of solutions of degenerate McKean–Vlasov equations	1
Stochastic averaging principle for neutral stochastic functional differential equations driven by G-Lévy process	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
The asymptotic behavior of solutions for stochastic evolution equations with pantograph delay	1
Physical measures of asymptotically autonomous dynamical systems	1
The exponential behavior and stability of the stochastic three-dimensional primitive equations driven by Lévy noise	1
Mean-field equilibrium price formation with exponential utility	1
Limit theorems for Cox–Ingersoll–Ross process with externally and self-exciting jumps and application to finance	1
Smoothness of invariant manifolds for stochastic evolution equations with non-dense domain	1
Regularization of differential equations by two fractional noises	1
Local zero-stability of rough evolution equations	1
Average preserving variation processes in view of optimization	1
Uniqueness and statistical properties of the Gibbs state on general one-dimensional lattice systems with Markovian structure	1
Global solutions for semilinear rough partial differential equations	1
Stochastic averaging for a completely integrable Hamiltonian system with fractional Brownian motion	1
Weak mean random attractors for nonautonomous stochastic parabolic equation with variable exponents	1
Quenched limit theorems for expanding on average cocycles	1
Mixing properties of a class of nonuniformly expanding maps — Application to Hölderian invariance principles	1
C1-convergence of unstable foliations of stochastic evolution equations on thin domain	1
Mild solutions to time-fractional stochastic semi-linear wave equations	1
Three-dimensional stochastic Navier–Stokes equations with Markov switching	1
Dynamical behaviors of an impulsive stochastic neural field lattice model	1
A probabilistic numerical method for a class of mean field games	1
A Monte Carlo algorithm for multiple stochastic integrals of stable processes	1
Parametrized families of Gibbs measures and their statistical inference	1
An optimal control problem for a linear SPDE driven by a multiplicative multifractional Brownian motion	0
The limit behavior of SEIRS model in spatial grid	0
Random walk on the Poincaré disk	0
Random attractors for setvalued dynamical systems for stochastic evolution equations driven by a nontrivial fractional noise	0
Binary robustness of random attractors for 2D-Ginzburg–Landau equations with Wong–Zakai noise	0
Stochastic rotating waves	0
One admissible critical pair without Lyapunov norm implies a tempered exponential dichotomy for Met-systems	0
Convergence of nonlinear filtering for multiscale systems with correlated Lévy noises	0
Public private partnerships contract under moral hazard and ambiguous information	0
Asymptotic behavior of maximum likelihood estimators for Ornstein–Uhlenbeck process with large linear drift	0
Stochastic dynamics and data science	0
Stochastic stability for partially hyperbolic diffeomorphisms with mostly expanding and mostly contracting centers	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
Local linear estimator for fractional diffusions	0
Asymptotic pressure on some self-similar trees	0
Strong solutions of SDEs with singular (form-bounded) drift via Röckner–Zhao approach	0
Holonomies for foliations with extreme disintegration behavior	0
Quadratic BSDEs with mean reflection driven by G-brownian motion	0
Arcsine and Darling–Kac laws for piecewise linear random interval maps	0
Uniform-in-time bounds for a stochastic hybrid system with fast periodic sampling and small white-noise	0
Regularity for distribution-dependent SDEs driven by jump processes	0
Stochastic turbulence for Burgers equation driven by cylindrical Lévy process	0
Rate of homogenization for fully-coupled McKean–Vlasov SDEs	0
Reflected and doubly reflected BSDEs driven by RCLL martingales	0
Stochastic differential equations with Hölder–Dini drift and driven by α-stable processes	0
Mean asymptotic behavior for stochastic Kuramoto–Sivashinshy equation in Bochner spaces	0
Limiting behavior of invariant measures of stochastic reaction–diffusion equations on thin domains	0
Almost sure diffusion approximation in averaging: Direct proofs with rough paths flavors	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
The two-barrier escape problem for compound renewal processes with two-sided jumps	0
Moderate deviations for stochastic Kuramoto–Sivashinsky equation	0
Large deviations for Lévy diffusions in the small noise regime	0
Data-driven method to extract mean exit time and escape probability for dynamical systems driven by Lévy noises	0
Results on approximate controllability for fractional stochastic delay differential systems of order r ∈ (1,2)	0
Invariant manifolds for random parabolic evolution equations with almost sectorial operators	0
Invariant measures and boundedness in the mean for stochastic equations driven by Lévy noise	0
Density of nonzero exponent of contraction for pinching cocycles in Hom(S1)	0
Ergodicity of exclusion semigroups constructed from quantum Bernoulli noises	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
Deterministic limit of a density-dependent population model with triangle type nonlocal cross-diffusion	0
Large deviation for slow-fast McKean–Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions	0
Existence and uniqueness of global solutions to the stochastic heat equation with superlinear drift on an unbounded spatial domain	0
Preface for the Second Volume of the Special Issue Dedicated to the 65th Birthday of Björn Schmalfuß	0
Weak mean random attractors for non-local random and stochastic reaction–diffusion equations	0
Existence of solutions for mean-field integrodifferential equations with delay	0
Forward–backward stochastic differential equations with delay generators	0
Random dynamics of stochastic retarded parabolic equations with multiplicative noise on ℝN	0
Invariant submanifolds for solutions to rough differential equations	0
Moderate deviations for a stochastic Schrödinger equation with linear drift	0
LaSalle-type stationary oscillation principle for stochastic affine periodic systems	0
Labeled partitions in action: Recombination, selection, mutation and more	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
Spreading speeds of random KPP equations with nonlocal diffusion	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
Invariant measure for 2D stochastic Cahn–Hilliard–Navier–Stokes equations	0
Analysis of a microfluidic chemostat model with random dilution ratios	0
Periodic measures for a class of SPDEs with regime-switching	0
Mild stochastic sewing lemma, SPDE in random environment, and fractional averaging	0
On the weak invariance principle for non-adapted stationary random fields under projective criteria	0
A stochastic Sir epidemic evolution model with non-concave force of infection: Mathematical modeling and analysis	0
The probability of events for stochastic parabolic equations	0
A two-dimensional stochastic fractional non-local diffusion lattice model with delays	0
Large deviation limits of invariant measures	0
Stochastic differential equations with respect to optional semimartingales and two reflecting regulated barriers	0
Attractors for multi-valued lattice dynamical systems with nonlinear diffusion terms	0
Large deviation principle for backward stochastic differential equations with a stochastic Lipschitz condition on z	0
Author index Volume 21	0
On a stochastic nonlocal system with discrete diffusion modeling life tables	0
Nonautonomous attractors and Young measures	0
Small time asymptotics for a class of stochastic partial differential equations with fully monotone coefficients forced by multiplicative Gaussian noise	0
An approximate approach to fuzzy stochastic differential equations under sub-fractional Brownian motion	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
Estimates of constants in the limit theorems for chaotic dynamical systems	0
Nonexistence of observable chaos and its robustness in strongly monotone dynamical systems	0
Preface	0
First-order linear Marcus SPDEs	0
Stable large deviations for deterministic dynamical systems	0
Functional equations for the stochastic exponential	0
Deviation and concentration inequalities for dynamical systems with subexponential decay of correlations	0
Volterra equations driven by rough signals 2: Higher-order expansions	0
Viability for impulsive stochastic differential inclusions driven by fractional Brownian motion	0
Theoretical analysis and numerical approximation for the stochastic thermal quasi-geostrophic model	0
Comparison of classical and path-by-path solutions to SDEs	0
Gaussian structure in coalescing stochastic flows	0
Random circular billiards on surfaces of constant curvature: Pseudo integrability and mixing	0
Exponential stability of stochastic systems: A pathwise approach	0
Attractors of deterministic and random lattice difference equations	0
Author index Volume 22	0
Central exponents of linear stochastic differential-algebraic equations of index 1	0
Delay-dependent criteria on periodicity of stochastic neural networks with variable coefficients and delays	0
Weak mean attractors, ergodicity and large deviation principle of stochastic Klein–Gordon–Schrödinger lattice systems	0
The perfection of local semi-flows and local random dynamical systems with applications to SDEs	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
Global solution to non-self-adjoint stochastic Volterra equation	0
The most likely transition path for a class of distribution-dependent stochastic systems	0
Typical properties of ergodic optimization for asymptotically additive potentials	0
Synchronization for KPZ	0
Geodesics and dynamical information projections on the manifold of Hölder equilibrium probabilities	0
Practical stability analysis of stochastic perturbed linear time-varying systems via integral inequality	0
Climate change for global warming 1.5∘C under the influence of multiplicative Gaussian noise	0
An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise	0
Pullback measure attractors for nonautonomous stochastic lattice reversible Selkov systems	0
Limiting behavior of FitzHugh–Nagumo equations driven by colored noise on unbounded thin domains	0
Wong–Zakai approximations and limiting dynamics of stochastic Ginzburg–Landau equations	0
Large deviation principle for a 2D liquid crystal model with multiplicative noise	0
Invariant measures for random expanding on average Saussol maps	0
Maxitive monetary risk measures: Worst-case risk assessment and sharp large deviations	0
Stochastic 2D rotating Euler flows with bounded vorticity or white noise initial conditions	0
Preface for the Special Issue in Memory of María J. Garrido-Atienza	0
Deviation principles of a stochastic Leray-α system with fractional dissipation	0
Approximation for a generalized Langevin equation with high oscillation in time and space	0
Some perpetual integral functionals of the three-dimensional Bessel process	0
Dynamics of a multi-species lottery competition model in stochastic environments	0
On the induced measure-theoretic entropy for random dynamical systems	0
Large deviations of homological growth rates for hyperbolic surfaces	0
Large deviations of one-hidden-layer neural networks	0
Simple bounds on the most predictable component of a stochastic model	0
Dynamics and probability density function of a stochastic COVID-19 epidemic model with nonlinear incidence	0
Stationary solutions and invariant measures for SDEs driven by Lévy processes with Markovian switching	0
Continuity and topological structural stability for nonautonomous random attractors	0
Well-posedness of stochastic variational inequalities with discontinuous drifts	0
Existence of global and explosive mild solutions of fractional reaction–diffusion system of semilinear SPDEs with fractional noise	0
Preface	0
The β-Delaunay tessellation IV: Mixing properties and central limit theorems	0
Representation of solutions to sticky stochastic differential equations	0
Small perturbations may change the sign of Lyapunov exponents for linear SDEs	0
On the limit distribution for stochastic differential equations driven by cylindrical non-symmetric α-stable Lévy processes	0