Stochastics and Dynamics

Article	Citations
C∞− regularization of ODEs perturbed by noise	19
On nonlinear Feynman–Kac formulas for viscosity solutions of semilinear parabolic partial differential equations	13
Limit measures and ergodicity of fractional stochastic reaction–diffusion equations on unbounded domains	13
A logistic-harvest model with allee effect under multiplicative noise	10
An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise	8
Stochastic turbulence for Burgers equation driven by cylindrical Lévy process	8
Strong rates of convergence of space-time discretization schemes for the 2D Navier–Stokes equations with additive noise	8
Optimal index and averaging principle for Itô–Doob stochastic fractional differential equations	7
Synchronization for KPZ	7
Study of the dynamics of two chemostats connected by Fickian diffusion with bounded random fluctuations	6
Global solutions for semilinear rough partial differential equations	6
On a stochastic nonclassical diffusion equation with standard and fractional Brownian motion	5
Wong–Zakai approximations of second-order stochastic lattice systems driven by additive white noise	5
Weak pullback mean random attractors for stochastic evolution equations and applications	4
Rate of homogenization for fully-coupled McKean–Vlasov SDEs	4
Generalized heredity in ℬ-free systems	4
Random attractors for setvalued dynamical systems for stochastic evolution equations driven by a nontrivial fractional noise	3
Generic properties of invariant measures of full-shift systems over perfect Polish metric spaces	3
Almost periodicity and periodicity for nonautonomous random dynamical systems	3
Unique equilibrium states for some intermediate beta transformations	3
Infinite horizon multi-dimensional BSDE with oblique reflection and switching problem	3
Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem	3
On some properties of sticky Brownian motion	3
Reflected and doubly reflected BSDEs driven by RCLL martingales	3
Ergodicity of exclusion semigroups constructed from quantum Bernoulli noises	3

Higher-dimensional open quantum walk in environment of quantum Bernoulli noises	3
Volterra equations driven by rough signals 2: Higher-order expansions	3
Deviation and concentration inequalities for dynamical systems with subexponential decay of correlations	2
First passage time and mean exit time for switching Brownian motion	2
Locally Lipschitz BSDE with jumps and related Kolmogorov equation	2
Attractors of deterministic and random lattice difference equations	2
Amplitude equations for SPDEs driven by fractional additive noise with small hurst parameter	2
Mean-field backward–forward stochastic differential equations and nonzero sum stochastic differential games	2
Wong–Zakai approximations and attractors for stochastic degenerate parabolic equations on unbounded domains	2
Physical measures of asymptotically autonomous dynamical systems	2
Strong solutions and asymptotic behavior of bidomain equations with random noise	2
Stochastic n-point D-bifurcations of stochastic Lévy flows and their complexity on finite spaces	2
Distribution-dependent stochastic porous media equations	2
Mild stochastic sewing lemma, SPDE in random environment, and fractional averaging	2
Arcsine and Darling–Kac laws for piecewise linear random interval maps	2
The continuity, regularity and polynomial stability of mild solutions for stochastic 2D-Stokes equations with unbounded delay driven by tempered fractional Gaussian noise	2
Results on approximate controllability for fractional stochastic delay differential systems of order r ∈ (1,2)	2
Sensitivity of steady states in a degenerately damped stochastic Lorenz system	2
Wong–Zakai approximations and limiting dynamics of stochastic Ginzburg–Landau equations	2
Exponential ergodicity for a stochastic two-layer quasi-geostrophic model	2
Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes	1
Existence of solutions for mean-field integrodifferential equations with delay	1
The β-Delaunay tessellation IV: Mixing properties and central limit theorems	1
On the joint continuity of topological pressures for sub-additive singular-valued potentials	1
Theoretical analysis and numerical approximation for the stochastic thermal quasi-geostrophic model	1
Existence and uniqueness of global solutions to the stochastic heat equation with superlinear drift on an unbounded spatial domain	1
Penalization for a PDE with a nonlinear Neumann boundary condition and measurable coefficients	1
Invariant measures and boundedness in the mean for stochastic equations driven by Lévy noise	1
An approximate approach to fuzzy stochastic differential equations under sub-fractional Brownian motion	1
Regularization of differential equations by two fractional noises	1
Internet congestion control: From stochastic to dynamical models	1
Uniform large deviations of fractional stochastic equations with polynomial drift on unbounded domains	1
LaSalle-type stationary oscillation principle for stochastic affine periodic systems	1
Stochastic rotating waves	1
Functional limit theorems for power series with rapid decay of moving averages of Hermite processes	1
Small perturbations may change the sign of Lyapunov exponents for linear SDEs	1
Invariant measures for random expanding on average Saussol maps	1
Analysis of a new stochastic Gompertz diffusion model for untreated human glioblastomas	1
The perfection of local semi-flows and local random dynamical systems with applications to SDEs	1
The non-Lipschitz stochastic Cahn–Hilliard–Navier–Stokes equations in two space dimensions	1
Asymptotic Log-Harnack inequality for the 2D Ericksen–Leslie model system with degenerate noise and damping	1
Weak mean random attractors for nonautonomous stochastic parabolic equation with variable exponents	1
A multifractal analysis for cuspidal windings on hyperbolic surfaces	1
Unstable manifolds for rough evolution equations	1
Flocking dynamics of a coupled system in noisy environments	1
Central exponents of linear stochastic differential-algebraic equations of index 1	1
Uniformity of singular value exponents for typical cocycles	1
Typical properties of ergodic optimization for asymptotically additive potentials	1
Representation of solutions to sticky stochastic differential equations	1
A two-dimensional stochastic fractional non-local diffusion lattice model with delays	1

Large deviation principles for a 2D stochastic Allen–Cahn–Navier–Stokes driven by jump noise	1
Local zero-stability of rough evolution equations	1
Attractors for multi-valued lattice dynamical systems with nonlinear diffusion terms	1
Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations	1
Reflected stochastic partial differential equations with jumps	1
Bohl–Perron theorem for random dynamical systems	0
Author index Volume 22	0
Predictive sets	0
On the coercivity condition in the learning of interacting particle systems	0
Quenched limit theorems for expanding on average cocycles	0
Density of nonzero exponent of contraction for pinching cocycles in Hom(S1)	0
Preface for the Special Issue in Memory of María J. Garrido-Atienza	0
Moderate deviations for a stochastic Schrödinger equation with linear drift	0
Preface for the Second Volume of the Special Issue Dedicated to the 65th Birthday of Björn Schmalfuß	0
Entropy estimates for uniform attractors of 2D Navier–Stokes equations with weakly normal measures	0
Quadratic BSDEs with mean reflection driven by G-brownian motion	0
Geometric ergodicity of SGLD via reflection coupling	0
Stochastic elliptic–parabolic system arising in porous media	0
Random invariant densities for markov operator cocycles and random mean ergodic theorem	0
The asymptotic behavior of solutions for stochastic evolution equations with pantograph delay	0
Random self-similar series over a rotation	0
Practical stability analysis of stochastic perturbed linear time-varying systems via integral inequality	0
On the stability of mean-field stochastic differential equations with irregular expectation functional	0
Large deviation for slow-fast McKean-Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions	0
Dynamics and probability density function of a stochastic COVID-19 epidemic model with nonlinear incidence	0
Preface	0
Approximation for a generalized Langevin equation with high oscillation in time and space	0
Stochastic dynamics and data science	0
Global well-posedness for the nonlinear generalized parabolic Anderson model equation	0
Data-driven method to extract mean exit time and escape probability for dynamical systems driven by Lévy noises	0
Intermittency phenomena for mass distributions of stochastic flows with interaction	0
Holonomies for foliations with extreme disintegration behavior	0
On the geometric ergodicity for a generalized IFS with probabilities	0
An optimal control problem for a linear SPDE driven by a multiplicative multifractional Brownian motion	0
Deviation properties for linear self-attracting diffusion process and applications	0
Preface – Special issue: Random dynamics	0
On the induced measure-theoretic entropy for random dynamical systems	0
Dynamics of a multi-species lottery competition model in stochastic environments	0
An example of intrinsic randomness in deterministic PDES	0
Limiting behavior of FitzHugh–Nagumo equations driven by colored noise on unbounded thin domains	0
Dynamical behaviors of an impulsive stochastic neural field lattice model	0
Boundary entropy spectra as finite subsums	0
Functional equations for the stochastic exponential	0
On a stochastic nonlocal system with discrete diffusion modeling life tables	0
The impact of noise on Burgers equations	0
Stochastic Newton equations in the strong potential limit for the multi-dimensional case	0
A proof of the additivity of rough integral	0
Local linear estimator for fractional diffusions	0
The two-barrier escape problem for compound renewal processes with two-sided jumps	0
Public private partnerships contract under moral hazard and ambiguous information	0
Rolling with random slipping and twisting: A large deviation point of view	0
First-order linear Marcus SPDEs	0
Existence and concentration of positive solutions to a fractional system with saturable term	0
On the rate of convergence of weighted oscillating ergodic averages	0
On the weak invariance principle for non-adapted stationary random fields under projective criteria	0
Author index Volume 21	0
Random circular billiards on surfaces of constant curvature: Pseudo integrability and mixing	0
A probabilistic numerical method for a class of mean field games	0
An optimal estimate for linear reaction subdiffusion equations with Neumann boundary conditions	0
Gaussian structure in coalescing stochastic flows	0
Nonexistence of observable chaos and its robustness in strongly monotone dynamical systems	0
Identifying stochastic governing equations from data of the most probable transition trajectories	0
Large Deviation Principle for Backward Stochastic Differential Equations with a Stochastic Lipschitz Condition on z	0
On the limit distribution for stochastic differential equations driven by cylindrical non-symmetric α-stable Lévy processes	0
Limiting Behavior of Invariant Measures of Stochastic Reaction-Diffusion Equations on Thin Domains	0
Remotely almost periodicity for SDEs under the framework of evolution system	0
Viability for impulsive stochastic differential inclusions driven by fractional Brownian motion	0
The limit behavior of SEIRS model in spatial grid	0
Quantum synchronization for stochastic Schrödinger–Lohe model	0
Existence of global and explosive mild solutions of fractional reaction–diffusion system of semilinear SPDEs with fractional noise	0
Random walk on the Poincaré disk	0
Moderate deviations for stochastic Kuramoto–Sivashinsky equation	0
Continuity in law for solutions of SPDES with space-time homogeneous Gaussian noise	0
Weak mean random attractors for non-local random and stochastic reaction–diffusion equations	0
Estimates of constants in the limit theorems for chaotic dynamical systems	0
One admissible critical pair without Lyapunov norm implies a tempered exponential dichotomy for Met-systems	0
A note on weak existence for singular SDEs	0
The most likely transition path for a class of distribution-dependent stochastic systems	0
Approximations of Lévy processes by integrated fast oscillating Ornstein–Uhlenbeck processes	0
A large deviation principle for reflected SPDEs on infinite spatial domain	0

Three-dimensional stochastic Navier–Stokes equations with Markov switching	0
High order Anderson parabolic model driven by rough noise in space	0
Stochastic averaging principle for neutral stochastic functional differential equations driven by G-Lévy process	0
Averaging principle for stochastic 3D generalized Navier–Stokes equations	0
Obituary	0
The probability of events for stochastic parabolic equations	0
Asymptotic behavior of stochastic p-Laplacian equations with dynamic boundary conditions	0
Mean asymptotic behavior for stochastic Kuramoto–Sivashinshy equation in Bochner spaces	0
Continuity and topological structural stability for nonautonomous random attractors	0
Stochastic stability for partially hyperbolic diffeomorphisms with mostly expanding and mostly contracting centers	0
The fluctuational transition mechanism of non-hyperbolic chaotic invariant sets	0
Invariant measure for 2D stochastic Cahn–Hilliard–Navier–Stokes equations	0
Analysis of a microfluidic chemostat model with random dilution ratios	0
Nonautonomous attractors and Young measures	0
Periodic measures for a class of SPDEs with regime-switching	0
Uniqueness and statistical properties of the Gibbs state on general one-dimensional lattice systems with Markovian structure	0
Well-posedness of a system of SDEs driven by jump random measures	0
Gâteaux type path-dependent PDEs and BSDEs with Gaussian forward processes	0
Some perpetual integral functionals of the three-dimensional Bessel process	0
Deviation principles of a stochastic Leray-α system with fractional dissipation	0
On weak existence of solutions of degenerate McKean–Vlasov equations	0
Characterization of stochastic equilibrium controls by the Malliavin calculus	0
Convergence problem of reduced Ostrovsky equation in Fourier–Lebesgue spaces with rough data and random data	0
Regularity for distribution-dependent SDEs driven by jump processes	0
On the liftability of expanding stationary measures	0
Forward–backward stochastic differential equations with delay generators	0
Talagrand’s quadratic transportation cost inequalities for SPDEs driven by fractional noises with two reflection walls	0
An elementary approach to subdiffusion	0
The exponential behavior and stability of the stochastic three-dimensional primitive equations driven by Lévy noise	0
Quadratic variation and drift parameter estimation for the stochastic wave equation with space-time white noise	0
A Monte Carlo algorithm for multiple stochastic integrals of stable processes	0
Stability and stabilization of large-scale distribution-dependent SDEs	0
Entropy formulae on Feldman–Katok metric of random dynamical systems	0
Exponential stability of stochastic systems: A pathwise approach	0
Stochastic differential equations with Hölder–Dini drift and driven by α-stable processes	0
Discrete-time approximation for backward stochastic differential equations driven by G-Brownian motion	0
Stable large deviations for deterministic dynamical systems	0
Preface: Thermodynamic Formalism — Applications to Geometry, Number Theory and Stochastics	0
Stochastic averaging for a completely integrable Hamiltonian system with fractional Brownian motion	0
Well-posedness of stochastic variational inequalities with discontinuous drifts	0
Labeled partitions in action: Recombination, selection, mutation and more	0
Large deviations for Hamiltonian systems on intermediate time scales	0
Singular limits for stochastic equations	0
Reflected stochastic differential equations driven by standard and fractional Brownian motion	0
Rate of convergence for the Smoluchowski–Kramers approximation for distribution-dependent SDEs driven by fractional Brownian motions	0
Large deviation limits of invariant measures	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
Climate change for global warming 1.5∘C under the influence of multiplicative Gaussian noise	0
Global solution to non-self-adjoint stochastic Volterra equation	0
Asymptotic behavior of maximum likelihood estimators for Ornstein–Uhlenbeck process with large linear drift	0
Large deviations for Lévy diffusions in the small noise regime	0
Smoothness of invariant manifolds for stochastic evolution equations with non-dense domain	0
Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient	0
Reflected BSDEs driven by G-Brownian motion with time-varying Lipschitz coefficients	0
Binary robustness of random attractors for 2D-Ginzburg–Landau equations with Wong–Zakai noise	0
Asymptotic pressure on some self-similar trees	0
The most probable transition pathway of a predator–prey system under noise	0
Limit theorems for a stable sausage	0
Martingale solutions to a stochastic smectic-A liquid crystal model with multiplicative noise of jump type	0
Convergence of nonlinear filtering for multiscale systems with correlated Lévy noises	0
Author index Volume 23	0
Numerical methods for fractional Fokker–Planck equation with multiplicative Marcus Lévy noises	0
A stochastic Sir epidemic evolution model with non-concave force of infection: Mathematical modeling and analysis	0
Stochastic 2D rotating Euler flows with bounded vorticity or white noise initial conditions	0
Space-time fractional Anderson model driven by Gaussian noise rough in space	0
Dynamics of a stochastic phytoplankton–zooplankton system with defensive and offensive effects	0
Preface	0
Average preserving variation processes in view of optimization	0
Second-order McKean–Vlasov stochastic evolution equation driven by Poisson jumps: Existence, uniqueness and averaging principle	0