Stochastics and Dynamics

Article	Citations
C∞− regularization of ODEs perturbed by noise	17
Extended backward stochastic Volterra integral equations, Quasilinear parabolic equations, and Feynman–Kac formula	14
Dynamics of cholera epidemic models in fluctuating environments	13
Limit measures and ergodicity of fractional stochastic reaction–diffusion equations on unbounded domains	12
On nonlinear Feynman–Kac formulas for viscosity solutions of semilinear parabolic partial differential equations	12
A logistic-harvest model with allee effect under multiplicative noise	9
A scaling limit for the stochastic mSQG equations with multiplicative transport noises	9
Optimal index and averaging principle for Itô–Doob stochastic fractional differential equations	6
An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise	6
Study of the dynamics of two chemostats connected by Fickian diffusion with bounded random fluctuations	6
Stochastic turbulence for Burgers equation driven by cylindrical Lévy process	6
Typical dynamics and fluctuation analysis of slow–fast systems driven by fractional Brownian motion	6
Mean exit time and escape probability for the stochastic logistic growth model with multiplicative α-stable Lévy noise	5
Strong rates of convergence of space-time discretization schemes for the 2D Navier–Stokes equations with additive noise	5
Hyperviscous stochastic Navier–Stokes equations with white noise invariant measure	5
Averaging principle for impulsive stochastic partial differential equations	5
On a stochastic nonclassical diffusion equation with standard and fractional Brownian motion	5
Large deviation for two-time-scale stochastic burgers equation	5
Global solutions for semilinear rough partial differential equations	4
Wong–Zakai approximations of second-order stochastic lattice systems driven by additive white noise	4
On some properties of sticky Brownian motion	3
Synchronization for KPZ	3
Weak pullback mean random attractors for stochastic evolution equations and applications	3
Asymptotic expansion for the quadratic variations of the solution to the heat equation with additive white noise	3
Dynamics of drainage under stochastic rainfall in river networks	3

Volterra equations driven by rough signals 2: Higher-order expansions	3
Three variations on a theme by Fibonacci	3
Rate of homogenization for fully-coupled McKean–Vlasov SDEs	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
Higher-dimensional open quantum walk in environment of quantum Bernoulli noises	3
Necessary and sufficient condition for ℳ2-convergence to a Lévy process for billiards with cusps at flat points	3
Decay of correlation rate in the mean field limit of point vortices ensembles	3
The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps	3
Weak well-posedness of multidimensional stable driven SDEs in the critical case	3
Unstable entropy and unstable pressure for random partially hyperbolic dynamical systems	3
Well-posedness of SVI solutions to singular-degenerate stochastic porous media equations arising in self-organized criticality	2
Cramér-type moderate deviations for the likelihood ratio process of Ornstein–Uhlenbeck process with shift	2
Generalized heredity in ℬ-free systems	2
Synchronization by noise for the stochastic quantization equation in dimensions 2 and 3	2
Quantum Feller semigroup in terms of quantum Bernoulli noises	2
On the macroscopic limit of Brownian particles with local interaction	2
Randomly switched vector fields sharing a zero on a common invariant face	2
Random attractors for setvalued dynamical systems for stochastic evolution equations driven by a nontrivial fractional noise	2
Arcsine and Darling–Kac laws for piecewise linear random interval maps	2
Physical measures of asymptotically autonomous dynamical systems	2
Global solution of nonlinear stochastic heat equation with solutions in a Hilbert manifold	2
The multi-transitivity of free semigroup actions	2
Amplitude equations for SPDEs driven by fractional additive noise with small hurst parameter	2
Regularized vortex approximation for 2D Euler equations with transport noise	2
Mild stochastic sewing lemma, SPDE in random environment, and fractional averaging	2
Wong–Zakai approximations and attractors for stochastic degenerate parabolic equations on unbounded domains	2
On the existence of a σ-finite acim for a random iteration of intermittent Markov maps with uniformly contractive part	2
Numerical resonances for Schottky surfaces via Lagrange–Chebyshev approximation	2
Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem	2
Uniform attractors for a class of stochastic evolution equations with multiplicative fractional noise	2
Wong–Zakai approximations and limiting dynamics of stochastic Ginzburg–Landau equations	2
Mean-field backward–forward stochastic differential equations and nonzero sum stochastic differential games	2
Reflected and doubly reflected BSDEs driven by RCLL martingales	2
First passage time and mean exit time for switching Brownian motion	2
The continuity, regularity and polynomial stability of mild solutions for stochastic 2D-Stokes equations with unbounded delay driven by tempered fractional Gaussian noise	1
On the joint continuity of topological pressures for sub-additive singular-valued potentials	1
Representation of solutions to sticky stochastic differential equations	1
Penalization for a PDE with a nonlinear Neumann boundary condition and measurable coefficients	1
Large deviation principles for a 2D stochastic Allen–Cahn–Navier–Stokes driven by jump noise	1
Higher order asymptotics for large deviations — Part II	1
Spatial dynamics in interacting systems with discontinuous coefficients and their continuum limits	1
Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes	1
Regularization of differential equations by two fractional noises	1
Existence of solutions for mean-field integrodifferential equations with delay	1
Limit theorems for numbers of returns in arrays under ϕ-mixing	1
Exponential ergodicity for a stochastic two-layer quasi-geostrophic model	1
Approximation of solutions of mean-field stochastic differential equations	1
Attractors with higher-order regularity of stochastic reaction–diffusion equations on time-varying domains	1
Functional limit theorems for power series with rapid decay of moving averages of Hermite processes	1

Theoretical analysis and numerical approximation for the stochastic thermal quasi-geostrophic model	1
A two-dimensional stochastic fractional non-local diffusion lattice model with delays	1
Locally Lipschitz BSDE with jumps and related Kolmogorov equation	1
Invariant measures and boundedness in the mean for stochastic equations driven by Lévy noise	1
Reflected stochastic partial differential equations with jumps	1
Attractors for multi-valued lattice dynamical systems with nonlinear diffusion terms	1
Some characterizations for the CIR model with Markov switching	1
Weak mean random attractors for nonautonomous stochastic parabolic equation with variable exponents	1
Stochastic rotating waves	1
Sensitivity of steady states in a degenerately damped stochastic Lorenz system	1
Existence of densities for stochastic evolution equations driven by fractional Brownian motion	1
Internet congestion control: From stochastic to dynamical models	1
Renormalized Onsager functions and merging of vortex clusters	1
The β-Delaunay tessellation IV: Mixing properties and central limit theorems	1
Invariant measures for random expanding on average Saussol maps	1
Splitting-up scheme for the stochastic Cahn–Hilliard Navier–Stokes model	1
Analysis of a new stochastic Gompertz diffusion model for untreated human glioblastomas	1
Maximum likelihood estimation for symmetric α-stable Ornstein–Uhlenbeck processes	1
Stochastic n-point D-bifurcations of stochastic Lévy flows and their complexity on finite spaces	1
Flocking dynamics of a coupled system in noisy environments	1
Attractors of deterministic and random lattice difference equations	1
Controllability for impulsive neutral stochastic delay partial differential equations driven by fBm and Lévy noise	1
Unique equilibrium states for some intermediate beta transformations	1
Distribution-dependent stochastic porous media equations	1
A multifractal analysis for cuspidal windings on hyperbolic surfaces	1
Central exponents of linear stochastic differential-algebraic equations of index 1	1
Stochastic stability for partially hyperbolic diffeomorphisms with mostly expanding and mostly contracting centers	0
Smoothness of invariant manifolds for stochastic evolution equations with non-dense domain	0
Preface	0
Stochastic dynamics and data science	0
Regularity for distribution-dependent SDEs driven by jump processes	0
On a stochastic nonlocal system with discrete diffusion modeling life tables	0
A stochastic Sir epidemic evolution model with non-concave force of infection: Mathematical modeling and analysis	0
Identifying stochastic governing equations from data of the most probable transition trajectories	0
Author index Volume 22	0
General fully coupled FBSDES involving the value function and related nonlocal HJB equations combined with algebraic equations	0
Existence and concentration of positive solutions to a fractional system with saturable term	0
Continuity and topological structural stability for nonautonomous random attractors	0
Attractors for 2D quasi-geostrophic equations with and without colored noise in W2α−,p(ℝ2)	0
Large deviations for Hamiltonian systems on intermediate time scales	0
A result on the Laplace transform associated with the sticky Brownian motion on an interval	0
Periodic measures for a class of SPDEs with regime-switching	0
A large deviation principle for reflected SPDEs on infinite spatial domain	0
Nonautonomous attractors and Young measures	0
Data-driven method to extract mean exit time and escape probability for dynamical systems driven by Lévy noises	0
Unstable manifolds for rough evolution equations	0
Stochastic Newton equations in the strong potential limit for the multi-dimensional case	0
Small perturbations may change the sign of Lyapunov exponents for linear SDEs	0
The probability of events for stochastic parabolic equations	0
Deviation properties for linear self-attracting diffusion process and applications	0
Forward–backward stochastic differential equations with delay generators	0
An approximate approach to fuzzy stochastic differential equations under sub-fractional Brownian motion	0
Invariant measure for 2D stochastic Cahn–Hilliard–Navier–Stokes equations	0
Predictive sets	0
Preface for the Second Volume of the Special Issue Dedicated to the 65th Birthday of Björn Schmalfuß	0
On the rate of convergence of weighted oscillating ergodic averages	0
The non-Lipschitz stochastic Cahn–Hilliard–Navier–Stokes equations in two space dimensions	0
The limit behavior of SEIRS model in spatial grid	0
Author index Volume 21	0
Deviation and concentration inequalities for dynamical systems with subexponential decay of correlations	0
Author index Volume 20	0
Ergodicity of exclusion semigroups constructed from quantum Bernoulli noises	0
Local zero-stability of rough evolution equations	0
Global well-posedness for the nonlinear generalized parabolic Anderson model equation	0
A Monte Carlo algorithm for multiple stochastic integrals of stable processes	0
Intermittency phenomena for mass distributions of stochastic flows with interaction	0
The asymptotic behavior of solutions for stochastic evolution equations with pantograph delay	0
Limiting behavior of FitzHugh–Nagumo equations driven by colored noise on unbounded thin domains	0
On the coercivity condition in the learning of interacting particle systems	0
On the induced measure-theoretic entropy for random dynamical systems	0
Quadratic BSDEs with mean reflection driven by G-brownian motion	0
Convergence of nonlinear filtering for multiscale systems with correlated Lévy noises	0
Approximation for a generalized Langevin equation with high oscillation in time and space	0
Functional equations for the stochastic exponential	0
The most likely transition path for a class of distribution-dependent stochastic systems	0
On generalized compensation functions for factor maps between shift spaces on countable alphabets	0
Mean asymptotic behavior for stochastic Kuramoto–Sivashinshy equation in Bochner spaces	0
Gâteaux type path-dependent PDEs and BSDEs with Gaussian forward processes	0
On the geometric ergodicity for a generalized IFS with probabilities	0
LaSalle-type stationary oscillation principle for stochastic affine periodic systems	0

On the stability of mean-field stochastic differential equations with irregular expectation functional	0
The exponential behavior and stability of the stochastic three-dimensional primitive equations driven by Lévy noise	0
Martingale solutions to a stochastic smectic-A liquid crystal model with multiplicative noise of jump type	0
High order Anderson parabolic model driven by rough noise in space	0
Homeomorphism flows for SDEs driven by G-Brownian motion with non-Lipschitz coefficients	0
Space-time fractional Anderson model driven by Gaussian noise rough in space	0
First-order linear Marcus SPDEs	0
On the limit distribution for stochastic differential equations driven by cylindrical non-symmetric α-stable Lévy processes	0
Author index Volume 23	0
Deviation principles of a stochastic Leray-α system with fractional dissipation	0
Uniqueness and statistical properties of the Gibbs state on general one-dimensional lattice systems with Markovian structure	0
Quenched limit theorems for expanding on average cocycles	0
Stochastic 2D rotating Euler flows with bounded vorticity or white noise initial conditions	0
Asymptotic pressure on some self-similar trees	0
Obituary	0
On a question of H. A. Schwarz	0
Some perpetual integral functionals of the three-dimensional Bessel process	0
Well-posedness of a system of SDEs driven by jump random measures	0
The perfection of local semi-flows and local random dynamical systems with applications to SDEs	0
Exponential stability of stochastic systems: A pathwise approach	0
Convergence problem of reduced Ostrovsky equation in Fourier–Lebesgue spaces with rough data and random data	0
Talagrand’s quadratic transportation cost inequalities for SPDEs driven by fractional noises with two reflection walls	0
Preface: Thermodynamic Formalism — Applications to Geometry, Number Theory and Stochastics	0
On the liftability of expanding stationary measures	0
Global solution to non-self-adjoint stochastic Volterra equation	0
Density of nonzero exponent of contraction for pinching cocycles in Hom(S1)	0
One admissible critical pair without Lyapunov norm implies a tempered exponential dichotomy for Met-systems	0
Preface for the Special Issue in Memory of María J. Garrido-Atienza	0
Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations	0
Entropy estimates for uniform attractors of 2D Navier–Stokes equations with weakly normal measures	0
Three-dimensional stochastic Navier–Stokes equations with Markov switching	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
An optimal estimate for linear reaction subdiffusion equations with Neumann boundary conditions	0
The identification problem for BSDEs driven by possibly non-quasi-left-continuous random measures	0
Singular limits for stochastic equations	0
On the weak invariance principle for non-adapted stationary random fields under projective criteria	0
Dynamics of a multi-species lottery competition model in stochastic environments	0
Analysis of a microfluidic chemostat model with random dilution ratios	0
Climate change for global warming 1.5∘C under the influence of multiplicative Gaussian noise	0
Preface	0
Stochastic averaging for a completely integrable Hamiltonian system with fractional Brownian motion	0
Existence and uniqueness of global solutions to the stochastic heat equation with superlinear drift on an unbounded spatial domain	0
An example of intrinsic randomness in deterministic PDES	0
A non-conservation stochastic partial differential equation driven by anisotropic fractional Lévy random field	0
Moderate deviations for stochastic Kuramoto–Sivashinsky equation	0
Typical properties of ergodic optimization for asymptotically additive potentials	0
Remotely almost periodicity for SDEs under the framework of evolution system	0
Limit theorems for a stable sausage	0
Strong solutions and asymptotic behavior of bidomain equations with random noise	0
Public private partnerships contract under moral hazard and ambiguous information	0
Results on approximate controllability for fractional stochastic delay differential systems of order r ∈ (1,2)	0
Uniformity of singular value exponents for typical cocycles	0
Dynamics of a stochastic phytoplankton–zooplankton system with defensive and offensive effects	0
Preface – Special issue: Random dynamics	0
Asymptotic behavior of maximum likelihood estimators for Ornstein–Uhlenbeck process with large linear drift	0
Gaussian structure in coalescing stochastic flows	0
The two-barrier escape problem for compound renewal processes with two-sided jumps	0
Boundary entropy spectra as finite subsums	0
Characterization of stochastic equilibrium controls by the Malliavin calculus	0
Quadratic variation and drift parameter estimation for the stochastic wave equation with space-time white noise	0
Average preserving variation processes in view of optimization	0
A probabilistic numerical method for a class of mean field games	0
Stochastic elliptic–parabolic system arising in porous media	0
Bohl–Perron theorem for random dynamical systems	0
Approximations of Lévy processes by integrated fast oscillating Ornstein–Uhlenbeck processes	0
On the spectral radius of compact operator cocycles	0
Preface	0
An elementary approach to subdiffusion	0
Infinite horizon multi-dimensional BSDE with oblique reflection and switching problem	0
Nonexistence of observable chaos and its robustness in strongly monotone dynamical systems	0
Large deviation limits of invariant measures	0
The impact of noise on Burgers equations	0
An optimal control problem for a linear SPDE driven by a multiplicative multifractional Brownian motion	0
Fair measures for countable-to-one maps	0
Large deviations for Lévy diffusions in the small noise regime	0
Uniform large deviations of fractional stochastic equations with polynomial drift on unbounded domains	0