Stochastics and Dynamics

Article	Citations
Exponential ergodicity for a stochastic two-layer quasi-geostrophic model	17
Limit measures and ergodicity of fractional stochastic reaction–diffusion equations on unbounded domains	16
Singular limits for stochastic equations	10
Identifying stochastic governing equations from data of the most probable transition trajectories	9
Stability and stabilization of large-scale distribution-dependent SDEs	8
Numerical methods for fractional Fokker–Planck equation with multiplicative Marcus Lévy noises	8
Discrete-time approximation for backward stochastic differential equations driven by G-Brownian motion	8
The impact of noise on Burgers equations	8
A proof of the additivity of rough integral	7
Amplitude equations for SPDEs driven by fractional additive noise with small hurst parameter	7
On the topological pressure of axial product on trees	7
On the rate of convergence of weighted oscillating ergodic averages	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
Quantum synchronization for stochastic Schrödinger–Lohe model	4
Characterization of stochastic equilibrium controls by the Malliavin calculus	4
Distribution-dependent stochastic porous media equations	4
Random invariant densities for markov operator cocycles and random mean ergodic theorem	4
Quadratic variation for the solution of the nonlinear stochastic wave equation	4
Random self-similar series over a rotation	3
The fluctuational transition mechanism of non-hyperbolic chaotic invariant sets	3
Stochastic Newton equations in the strong potential limit for the multi-dimensional case	3
A large deviation principle for reflected SPDEs on infinite spatial domain	3
Dynamics of a stochastic phytoplankton–zooplankton system with defensive and offensive effects	3
Deviation properties for linear self-attracting diffusion process and applications	3

Geometric ergodicity of SGLD via reflection coupling	3
Reflected BSDEs driven by G-Brownian motion with time-varying Lipschitz coefficients	2
Locally Lipschitz BSDE with jumps and related Kolmogorov equation	2
Strong solutions and asymptotic behavior of bidomain equations with random noise	2
The most probable transition pathway of a predator–prey system under noise	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
An example of intrinsic randomness in deterministic PDES	2
Intermittency phenomena for mass distributions of stochastic flows with interaction	2
Asymptotic behavior of stochastic p-Laplacian equations with dynamic boundary conditions	2
Entropy formulae on Feldman–Katok metric of random dynamical systems	2
Approximations of Lévy processes by integrated fast oscillating Ornstein–Uhlenbeck processes	2
Averaging principle for stochastic 3D generalized Navier–Stokes equations	2
Unstable manifolds for rough evolution equations	2
Remotely almost periodicity for SDEs under the framework of evolution system	2
Quadratic variation and drift parameter estimation for the stochastic wave equation with space-time white noise	2
Gâteaux type path-dependent PDEs and BSDEs with Gaussian forward processes	2
Weak solutions and invariant measures for some class of SPDE’s	2
Optimal index and averaging principle for Itô–Doob stochastic fractional differential equations	2
Reflected stochastic differential equations driven by standard and fractional Brownian motion	2
Well-posedness of a system of SDEs driven by jump random measures	2
Regularization of differential equations by two fractional noises	1
Stochastic averaging principle for neutral stochastic functional differential equations driven by G-Lévy process	1
Preface – Special issue: Random dynamics	1
Uniqueness and statistical properties of the Gibbs state on general one-dimensional lattice systems with Markovian structure	1
Global well-posedness for the nonlinear generalized parabolic Anderson model equation	1
Analysis of a new stochastic Gompertz diffusion model for untreated human glioblastomas	1
Wong–Zakai approximations of second-order stochastic lattice systems driven by additive white noise	1
On weak existence of solutions of degenerate McKean–Vlasov equations	1
On the stability of mean-field stochastic differential equations with irregular expectation functional	1
Convergence problem of reduced Ostrovsky equation in Fourier–Lebesgue spaces with rough data and random data	1
Nonuniform dependence for high-dimensional modified Euler–Poincaré system with multiplicative noises	1
An optimal estimate for linear reaction subdiffusion equations with Neumann boundary conditions	1
First passage time and mean exit time for switching Brownian motion	1
On the coercivity condition in the learning of interacting particle systems	1
Bohl–Perron theorem for random dynamical systems	1
Average preserving variation processes in view of optimization	1
Space-time fractional Anderson model driven by Gaussian noise rough in space	1
Physical measures of asymptotically autonomous dynamical systems	1
Internet congestion control: From stochastic to dynamical models	1
Rate of convergence for the Smoluchowski–Kramers approximation for distribution-dependent SDEs driven by fractional Brownian motions	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
Global solutions for semilinear rough partial differential equations	1
A note on weak existence for singular SDEs	1
Stability analysis of a stochastic discrete pest-natural enemy model with integrated pest management strategy	1
Author index Volume 24	1
Three-dimensional stochastic Navier–Stokes equations with Markov switching	1
Smoothness of invariant manifolds for stochastic evolution equations with non-dense domain	1
Continuity in law for solutions of SPDES with space-time homogeneous Gaussian noise	1
The asymptotic behavior of solutions for stochastic evolution equations with pantograph delay	1

Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes	1
On nonlinear Feynman–Kac formulas for viscosity solutions of semilinear parabolic partial differential equations	1
Entropy estimates for uniform attractors of 2D Navier–Stokes equations with weakly normal measures	1
Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient	1
Berry–Esséen bound for complex Wiener–Itô integral	1
Weak mean random attractors for nonautonomous stochastic parabolic equation with variable exponents	1
Stochastic averaging for a completely integrable Hamiltonian system with fractional Brownian motion	1
Quenched limit theorems for expanding on average cocycles	1
Large deviations for Hamiltonian systems on intermediate time scales	1
High order Anderson parabolic model driven by rough noise in space	1
Large deviation for slow-fast McKean–Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions	0
The perfection of local semi-flows and local random dynamical systems with applications to SDEs	0
The probability of events for stochastic parabolic equations	0
Wrapped processes on circular lattices for planar directions	0
On a stochastic nonclassical diffusion equation with standard and fractional Brownian motion	0
Flocking dynamics of a coupled system in noisy environments	0
Maxitive Monetary Risk Measures: Worst-Case Risk Assessment and Sharp Large Deviations	0
Talagrand’s quadratic transportation cost inequalities for SPDEs driven by fractional noises with two reflection walls	0
Estimates of constants in the limit theorems for chaotic dynamical systems	0
Stable large deviations for deterministic dynamical systems	0
Simple bounds on the most predictable component of a stochastic model	0
Small perturbations may change the sign of Lyapunov exponents for linear SDEs	0
Strong rates of convergence of space-time discretization schemes for the 2D Navier–Stokes equations with additive noise	0
Convergence of nonlinear filtering for multiscale systems with correlated Lévy noises	0
An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise	0
A stochastic Sir epidemic evolution model with non-concave force of infection: Mathematical modeling and analysis	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
Random walk on the Poincaré disk	0
Arcsine and Darling–Kac laws for piecewise linear random interval maps	0
Ergodicity of exclusion semigroups constructed from quantum Bernoulli noises	0
Preface for the Second Volume of the Special Issue Dedicated to the 65th Birthday of Björn Schmalfuß	0
Asymptotic pressure on some self-similar trees	0
Global solution to non-self-adjoint stochastic Volterra equation	0
Central exponents of linear stochastic differential-algebraic equations of index 1	0
Strong solutions of SDEs with singular (form-bounded) drift via Röckner–Zhao approach	0
Analysis of a microfluidic chemostat model with random dilution ratios	0
A probabilistic numerical method for a class of mean field games	0
Uniformity of singular value exponents for typical cocycles	0
Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations	0
Large deviation limits of invariant measures	0
Sensitivity of steady states in a degenerately damped stochastic Lorenz system	0
Parametrized families of Gibbs measures and their statistical inference	0
Existence and uniqueness of global solutions to the stochastic heat equation with superlinear drift on an unbounded spatial domain	0
On the weak invariance principle for non-adapted stationary random fields under projective criteria	0
Climate change for global warming 1.5∘C under the influence of multiplicative Gaussian noise	0
Data-driven method to extract mean exit time and escape probability for dynamical systems driven by Lévy noises	0
On a stochastic nonlocal system with discrete diffusion modeling life tables	0
Attractors for multi-valued lattice dynamical systems with nonlinear diffusion terms	0
Dynamics and probability density function of a stochastic COVID-19 epidemic model with nonlinear incidence	0
Theoretical analysis and numerical approximation for the stochastic thermal quasi-geostrophic model	0
Limiting behavior of invariant measures of stochastic reaction–diffusion equations on thin domains	0
Mean asymptotic behavior for stochastic Kuramoto–Sivashinshy equation in Bochner spaces	0
Stochastic turbulence for Burgers equation driven by cylindrical Lévy process	0
Study of the dynamics of two chemostats connected by Fickian diffusion with bounded random fluctuations	0
Asymptotic Log-Harnack inequality for the 2D Ericksen–Leslie model system with degenerate noise and damping	0
From Loewner-captive Hermitian diffusions to risk-captive efficient frontiers	0
Rate of homogenization for fully-coupled McKean–Vlasov SDEs	0
Continuity and topological structural stability for nonautonomous random attractors	0
On the induced measure-theoretic entropy for random dynamical systems	0
LaSalle-type stationary oscillation principle for stochastic affine periodic systems	0
Binary robustness of random attractors for 2D-Ginzburg–Landau equations with Wong–Zakai noise	0
Nonautonomous attractors and Young measures	0
Stochastic 2D rotating Euler flows with bounded vorticity or white noise initial conditions	0
Existence of global and explosive mild solutions of fractional reaction–diffusion system of semilinear SPDEs with fractional noise	0
Existence of solutions for mean-field integrodifferential equations with delay	0
Approximation for a generalized Langevin equation with high oscillation in time and space	0
Moderate deviations for a stochastic Schrödinger equation with linear drift	0
Invariant measures for random expanding on average Saussol maps	0
Viability for impulsive stochastic differential inclusions driven by fractional Brownian motion	0
Large deviations for Lévy diffusions in the small noise regime	0
An optimal control problem for a linear SPDE driven by a multiplicative multifractional Brownian motion	0
Stochastic differential equations with Hölder–Dini drift and driven by α-stable processes	0
Mild solutions to time-fractional stochastic semi-linear wave equations	0
Stochastic stability for partially hyperbolic diffeomorphisms with mostly expanding and mostly contracting centers	0
Exponential stability of stochastic systems: A pathwise approach	0
Attractors of deterministic and random lattice difference equations	0
The exponential behavior and stability of the stochastic three-dimensional primitive equations driven by Lévy noise	0
One admissible critical pair without Lyapunov norm implies a tempered exponential dichotomy for Met-systems	0
Uniform large deviations of fractional stochastic equations with polynomial drift on unbounded domains	0
Practical stability analysis of stochastic perturbed linear time-varying systems via integral inequality	0

Mild stochastic sewing lemma, SPDE in random environment, and fractional averaging	0
Existence and concentration of positive solutions to a fractional system with saturable term	0
The limit behavior of SEIRS model in spatial grid	0
Limiting behavior of FitzHugh–Nagumo equations driven by colored noise on unbounded thin domains	0
Spreading speeds of random KPP equations with nonlocal diffusion	0
Author index Volume 23	0
Forward–backward stochastic differential equations with delay generators	0
Invariant submanifolds for solutions to rough differential equations	0
Typical properties of ergodic optimization for asymptotically additive potentials	0
Large deviation principles for a 2D stochastic Allen–Cahn–Navier–Stokes driven by jump noise	0
Local zero-stability of rough evolution equations	0
Gaussian structure in coalescing stochastic flows	0
Regularity for distribution-dependent SDEs driven by jump processes	0
Dynamics of a multi-species lottery competition model in stochastic environments	0
Volterra equations driven by rough signals 2: Higher-order expansions	0
Deviation principles of a stochastic Leray-α system with fractional dissipation	0
Moderate deviations for stochastic Kuramoto–Sivashinsky equation	0
Well-posedness of stochastic variational inequalities with discontinuous drifts	0
Deterministic limit of a density-dependent population model with triangle type nonlocal cross-diffusion	0
On the geometric ergodicity for a generalized IFS with probabilities	0
First-order linear Marcus SPDEs	0
Stochastic dynamics and data science	0
An approximate approach to fuzzy stochastic differential equations under sub-fractional Brownian motion	0
Preface	0
Deviation and concentration inequalities for dynamical systems with subexponential decay of correlations	0
Synchronization for KPZ	0
Quadratic BSDEs with mean reflection driven by G-brownian motion	0
Invariant measure for 2D stochastic Cahn–Hilliard–Navier–Stokes equations	0
Higher-dimensional open quantum walk in environment of quantum Bernoulli noises	0
Stochastic rotating waves	0
Asymptotic behavior of maximum likelihood estimators for Ornstein–Uhlenbeck process with large linear drift	0
Preface for the Special Issue in Memory of María J. Garrido-Atienza	0
Public private partnerships contract under moral hazard and ambiguous information	0
Stationary solutions and invariant measures for SDEs driven by Lévy processes with Markovian switching	0
Author index Volume 22	0
Wong–Zakai approximations and limiting dynamics of stochastic Ginzburg–Landau equations	0
Second-order McKean–Vlasov stochastic evolution equation driven by Poisson jumps: Existence, uniqueness and averaging principle	0
Results on approximate controllability for fractional stochastic delay differential systems of order r ∈ (1,2)	0
Density of nonzero exponent of contraction for pinching cocycles in Hom(S1)	0
Stochastic elliptic–parabolic system arising in porous media	0
The β-Delaunay tessellation IV: Mixing properties and central limit theorems	0
Holonomies for foliations with extreme disintegration behavior	0
Random circular billiards on surfaces of constant curvature: Pseudo integrability and mixing	0
Stability, uniqueness and existence of solutions to McKean–Vlasov SDEs: a multidimensional Yamada–Watanabe approach	0
Functional equations for the stochastic exponential	0
Author index Volume 21	0
Penalization for a PDE with a nonlinear Neumann boundary condition and measurable coefficients	0
Representation of solutions to sticky stochastic differential equations	0
Weak pullback mean random attractors for stochastic evolution equations and applications	0
Large deviation principle for a 2D liquid crystal model with multiplicative noise	0
Uniform-in-time bounds for a stochastic hybrid system with fast periodic sampling and small white-noise	0
Dynamical behaviors of an impulsive stochastic neural field lattice model	0
Labeled partitions in action: Recombination, selection, mutation and more	0
Weak mean random attractors for non-local random and stochastic reaction–diffusion equations	0
Local linear estimator for fractional diffusions	0
A Monte Carlo algorithm for multiple stochastic integrals of stable processes	0
Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem	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
Nonexistence of observable chaos and its robustness in strongly monotone dynamical systems	0
Mean-field equilibrium price formation with exponential utility	0
Reflected and doubly reflected BSDEs driven by RCLL martingales	0
On the limit distribution for stochastic differential equations driven by cylindrical non-symmetric α-stable Lévy processes	0
Stochastic n-point D-bifurcations of stochastic Lévy flows and their complexity on finite spaces	0
Large deviation principle for backward stochastic differential equations with a stochastic Lipschitz condition on z	0
Preface	0
Reflected stochastic partial differential equations with jumps	0
Invariant measures and boundedness in the mean for stochastic equations driven by Lévy noise	0
A two-dimensional stochastic fractional non-local diffusion lattice model with delays	0
Large deviations of one-hidden-layer neural networks	0
Some perpetual integral functionals of the three-dimensional Bessel process	0
The non-Lipschitz stochastic Cahn–Hilliard–Navier–Stokes equations in two space dimensions	0
Periodic measures for a class of SPDEs with regime-switching	0
The two-barrier escape problem for compound renewal processes with two-sided jumps	0
The most likely transition path for a class of distribution-dependent stochastic systems	0