Stochastics and Dynamics

Article	Citations
Limit measures and ergodicity of fractional stochastic reaction–diffusion equations on unbounded domains	17
Identifying stochastic governing equations from data of the most probable transition trajectories	12
A proof of the additivity of rough integral	11
Exponential ergodicity for a stochastic two-layer quasi-geostrophic model	10
The impact of noise on Burgers equations	10
Stability and stabilization of large-scale distribution-dependent SDEs	9
Discrete-time approximation for backward stochastic differential equations driven by G-Brownian motion	8
Numerical methods for fractional Fokker–Planck equation with multiplicative Marcus Lévy noises	8
On the rate of convergence of weighted oscillating ergodic averages	6
Singular limits for stochastic equations	6
Distribution-dependent stochastic porous media equations	6
On the topological pressure of axial product on trees	6
Averaging principle for McKean–Vlasov SDEs with Lévy noise and Hölder coefficients	5
Amplitude equations for SPDEs driven by fractional additive noise with small hurst parameter	5
Quadratic variation for the solution of the nonlinear stochastic wave equation	4
Well-posedness and invariant measures for second-order stochastic lattice systems with superlinear diffusion terms	4
Random invariant densities for markov operator cocycles and random mean ergodic theorem	4
Quantum synchronization for stochastic Schrödinger–Lohe model	4
Deviation properties for linear self-attracting diffusion process and applications	3
Geometric ergodicity of SGLD via reflection coupling	3
Locally Lipschitz BSDE with jumps and related Kolmogorov equation	3
Strong solutions and asymptotic behavior of bidomain equations with random noise	3
Random self-similar series over a rotation	3
The fluctuational transition mechanism of non-hyperbolic chaotic invariant sets	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
A large deviation principle for reflected SPDEs on infinite spatial domain	3
Entropy formulae on Feldman–Katok metric of random dynamical systems	3
Stochastic Newton equations in the strong potential limit for the multi-dimensional case	3
Gâteaux type path-dependent PDEs and BSDEs with Gaussian forward processes	3
Asymptotic behavior of stochastic p-Laplacian equations with dynamic boundary conditions	3
Quadratic variation and drift parameter estimation for the stochastic wave equation with space-time white noise	2
Mean-field BSDEs with weak monotonicity and general growth generators	2
Weak solutions and invariant measures for some class of SPDE’s	2
Reflected stochastic differential equations driven by standard and fractional Brownian motion	2
Remotely almost periodicity for SDEs under the framework of evolution system	2
Unstable manifolds for rough evolution equations	2
Approximations of Lévy processes by integrated fast oscillating Ornstein–Uhlenbeck processes	2
Intermittency phenomena for mass distributions of stochastic flows with interaction	2
Optimal index and averaging principle for Itô–Doob stochastic fractional differential equations	2
Uniform large deviation principles of fractional reaction–diffusion equations driven by superlinear multiplicative noise on ℝn	2
Reflected BSDEs driven by G-Brownian motion with time-varying Lipschitz coefficients	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
Infinite horizon multi-dimensional BSDE with oblique reflection and switching problem	2
The most probable transition pathway of a predator–prey system under noise	2
Averaging principle for stochastic 3D generalized Navier–Stokes equations	2
Data-driven discovery of slow–fast stochastic differential equations with data binning and sparse bayesian strategy	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
Rolling with random slipping and twisting: A large deviation point of view	2
Mixing properties of a class of nonuniformly expanding maps. Application to Holderian invariance principles	1
Continuity in law for solutions of SPDES with space-time homogeneous Gaussian noise	1
Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes	1
Uniqueness and statistical properties of the Gibbs state on general one-dimensional lattice systems with Markovian structure	1
On weak existence of solutions of degenerate McKean–Vlasov equations	1
Quenched limit theorems for expanding on average cocycles	1
Global solutions for semilinear rough partial differential equations	1
Stochastic averaging for a completely integrable Hamiltonian system with fractional Brownian motion	1
An example of intrinsic randomness in deterministic PDES	1
Author index Volume 24	1
Physical measures of asymptotically autonomous dynamical systems	1
Average preserving variation processes in view of optimization	1
Large deviations for Hamiltonian systems on intermediate time scales	1
Limit theorems for Cox–Ingersoll–Ross process with externally and self-exciting jumps and application to finance	1
On the coercivity condition in the learning of interacting particle systems	1
Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient	1
Global well-posedness for the nonlinear generalized parabolic Anderson model equation	1
Entropy estimates for uniform attractors of 2D Navier–Stokes equations with weakly normal measures	1
A note on weak existence for singular SDEs	1
An optimal estimate for linear reaction subdiffusion equations with Neumann boundary conditions	1
Weak mean random attractors for nonautonomous stochastic parabolic equation with variable exponents	1
Three-dimensional stochastic Navier–Stokes equations with Markov switching	1
Stochastic averaging principle for neutral stochastic functional differential equations driven by G-Lévy process	1
Bohl–Perron theorem for random dynamical systems	1

Regularization of differential equations by two fractional noises	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
Local zero-stability of rough evolution equations	1
Preface – Special issue: Random dynamics	1
The asymptotic behavior of solutions for stochastic evolution equations with pantograph delay	1
Analysis of a new stochastic Gompertz diffusion model for untreated human glioblastomas	1
Space-time fractional Anderson model driven by Gaussian noise rough in space	1
Rate of convergence for the Smoluchowski–Kramers approximation for distribution-dependent SDEs driven by fractional Brownian motions	1
Berry–Esséen bound for complex Wiener–Itô integral	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
Reflected BSDES driven by G-brownian motion with non-Lipschitz coefficients	1
First passage time and mean exit time for switching Brownian motion	1
Smoothness of invariant manifolds for stochastic evolution equations with non-dense domain	1
Parametrized families of Gibbs measures and their statistical inference	1
C1-convergence of unstable foliations of stochastic evolution equations on thin domain	1
Exponential stability of stochastic systems: A pathwise approach	0
Stochastic n-point D-bifurcations of stochastic Lévy flows and their complexity on finite spaces	0
Delay-dependent criteria on periodicity of stochastic neural networks with variable coefficients and delays	0
Stochastic differential equations with respect to optional semimartingales and two reflecting regulated barriers	0
Preface	0
Nonautonomous attractors and Young measures	0
Asymptotic behavior of maximum likelihood estimators for Ornstein–Uhlenbeck process with large linear drift	0
Continuity and topological structural stability for nonautonomous random attractors	0
A two-dimensional stochastic fractional non-local diffusion lattice model with delays	0
Large deviations of one-hidden-layer neural networks	0
Weak mean attractors, ergodicity and large deviation principle of stochastic Klein–Gordon–Schrödinger lattice systems	0
Results on approximate controllability for fractional stochastic delay differential systems of order r ∈ (1,2)	0
The probability of events for stochastic parabolic equations	0
Author index Volume 21	0
Stable large deviations for deterministic dynamical systems	0
Functional equations for the stochastic exponential	0
Author index Volume 22	0
Preface for the Special Issue in Memory of María J. Garrido-Atienza	0
Maxitive monetary risk measures: Worst-case risk assessment and sharp large deviations	0
Arcsine and Darling–Kac laws for piecewise linear random interval maps	0
Talagrand’s quadratic transportation cost inequalities for SPDEs driven by fractional noises with two reflection walls	0
Uniform-in-time bounds for a stochastic hybrid system with fast periodic sampling and small white-noise	0
Large deviations of homological growth rates for hyperbolic surfaces	0
Uniform large deviations of fractional stochastic equations with polynomial drift on unbounded domains	0
Comparison of classical and path-by-path solutions to SDEs	0
From Loewner-captive Hermitian diffusions to risk-captive efficient frontiers	0
Holonomies for foliations with extreme disintegration behavior	0
Forward–backward stochastic differential equations with delay generators	0
The most likely transition path for a class of distribution-dependent stochastic systems	0
LaSalle-type stationary oscillation principle for stochastic affine periodic systems	0
Mild solutions to time-fractional stochastic semi-linear wave equations	0
Existence of global and explosive mild solutions of fractional reaction–diffusion system of semilinear SPDEs with fractional noise	0
Existence and uniqueness of global solutions to the stochastic heat equation with superlinear drift on an unbounded spatial domain	0
Invariant Manifolds for Random Parabolic Evolution Equations with Almost Sectorial Operators	0
The β-Delaunay tessellation IV: Mixing properties and central limit theorems	0
The exponential behavior and stability of the stochastic three-dimensional primitive equations driven by Lévy noise	0
Dynamics and probability density function of a stochastic COVID-19 epidemic model with nonlinear incidence	0
Public private partnerships contract under moral hazard and ambiguous information	0
Limiting behavior of FitzHugh–Nagumo equations driven by colored noise on unbounded thin domains	0
Local linear estimator for fractional diffusions	0
Data-driven method to extract mean exit time and escape probability for dynamical systems driven by Lévy noises	0
Simple bounds on the most predictable component of a stochastic model	0
Invariant submanifolds for solutions to rough differential equations	0
Spreading speeds of random KPP equations with nonlocal diffusion	0
Mean-field equilibrium price formation with exponential utility	0
Some perpetual integral functionals of the three-dimensional Bessel process	0
Ergodicity of exclusion semigroups constructed from quantum Bernoulli noises	0
Nonexistence of observable chaos and its robustness in strongly monotone dynamical systems	0
Existence and concentration of positive solutions to a fractional system with saturable term	0
Geodesics and dynamical information projections on the manifold of Hölder equilibrium probabilities	0
Moderate deviations for stochastic Kuramoto–Sivashinsky equation	0
Strong rates of convergence of space-time discretization schemes for the 2D Navier–Stokes equations with additive noise	0
Mean asymptotic behavior for stochastic Kuramoto–Sivashinshy equation in Bochner spaces	0
Theoretical analysis and numerical approximation for the stochastic thermal quasi-geostrophic model	0
Stochastic dynamics and data science	0
Large deviation principles for a 2D stochastic Allen–Cahn–Navier–Stokes driven by jump noise	0
Deviation principles of a stochastic Leray-α system with fractional dissipation	0
A stochastic Sir epidemic evolution model with non-concave force of infection: Mathematical modeling and analysis	0
Attractors for multi-valued lattice dynamical systems with nonlinear diffusion terms	0
Pullback measure attractors for nonautonomous stochastic lattice reversible Selkov systems	0
Volterra equations driven by rough signals 2: Higher-order expansions	0
Deterministic limit of a density-dependent population model with triangle type nonlocal cross-diffusion	0
An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise	0
Quadratic BSDEs with mean reflection driven by G-brownian motion	0

Mild stochastic sewing lemma, SPDE in random environment, and fractional averaging	0
Stability, uniqueness and existence of solutions to McKean–Vlasov SDEs: a multidimensional Yamada–Watanabe approach	0
Existence of solutions for mean-field integrodifferential equations with delay	0
Stationary solutions and invariant measures for SDEs driven by Lévy processes with Markovian switching	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
Deviation and concentration inequalities for dynamical systems with subexponential decay of correlations	0
On the induced measure-theoretic entropy for random dynamical systems	0
Global solution to non-self-adjoint stochastic Volterra equation	0
Asymptotic pressure on some self-similar trees	0
Labeled partitions in action: Recombination, selection, mutation and more	0
Reflected and doubly reflected BSDEs driven by RCLL martingales	0
Large deviation for slow-fast McKean–Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions	0
Convergence of nonlinear filtering for multiscale systems with correlated Lévy noises	0
Density of nonzero exponent of contraction for pinching cocycles in Hom(S1)	0
The limit behavior of SEIRS model in spatial grid	0
Strong solutions of SDEs with singular (form-bounded) drift via Röckner–Zhao approach	0
Small perturbations may change the sign of Lyapunov exponents for linear SDEs	0
Random dynamics of stochastic retarded parabolic equations with multiplicative noise on ℝN	0
First-order linear Marcus SPDEs	0
Representation of solutions to sticky stochastic differential equations	0
Weak mean random attractors for non-local random and stochastic reaction–diffusion equations	0
Practical stability analysis of stochastic perturbed linear time-varying systems via integral inequality	0
A Monte Carlo algorithm for multiple stochastic integrals of stable processes	0
Estimates of constants in the limit theorems for chaotic dynamical systems	0
An approximate approach to fuzzy stochastic differential equations under sub-fractional Brownian motion	0
Almost sure diffusion approximation in averaging: Direct proofs with rough paths flavors	0
Typical properties of ergodic optimization for asymptotically additive potentials	0
Stochastic 2D rotating Euler flows with bounded vorticity or white noise initial conditions	0
Weak pullback mean random attractors for stochastic evolution equations and applications	0
Study of the dynamics of two chemostats connected by Fickian diffusion with bounded random fluctuations	0
Dynamical behaviors of an impulsive stochastic neural field lattice model	0
Asymptotic Log-Harnack inequality for the 2D Ericksen–Leslie model system with degenerate noise and damping	0
On the limit distribution for stochastic differential equations driven by cylindrical non-symmetric α-stable Lévy processes	0
Exponential dichotomy for dynamically defined matrix-valued Jacobi operators	0
Moderate deviations for a stochastic Schrödinger equation with linear drift	0
Small time asymptotics for a class of stochastic partial differential equations with fully monotone coefficients forced by multiplicative Gaussian noise	0
Dynamics of a multi-species lottery competition model in stochastic environments	0
Binary robustness of random attractors for 2D-Ginzburg–Landau equations with Wong–Zakai noise	0
On a stochastic nonlocal system with discrete diffusion modeling life tables	0
Stochastic turbulence for Burgers equation driven by cylindrical Lévy process	0
Limiting behavior of invariant measures of stochastic reaction–diffusion equations on thin domains	0
The two-barrier escape problem for compound renewal processes with two-sided jumps	0
Viability for impulsive stochastic differential inclusions driven by fractional Brownian motion	0
Rate of homogenization for fully-coupled McKean–Vlasov SDEs	0
Approximation for a generalized Langevin equation with high oscillation in time and space	0
Invariant measures for random expanding on average Saussol maps	0
Stochastic elliptic–parabolic system arising in porous media	0
Stochastic rotating waves	0
Climate change for global warming 1.5∘C under the influence of multiplicative Gaussian noise	0
Stochastic differential equations with Hölder–Dini drift and driven by α-stable processes	0
Stochastic stability for partially hyperbolic diffeomorphisms with mostly expanding and mostly contracting centers	0
The perfection of local semi-flows and local random dynamical systems with applications to SDEs	0
Attractors of deterministic and random lattice difference equations	0
Uniformity of singular value exponents for typical cocycles	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
Second-order McKean–Vlasov stochastic evolution equation driven by Poisson jumps: Existence, uniqueness and averaging principle	0
Synchronization for KPZ	0
Central exponents of linear stochastic differential-algebraic equations of index 1	0
Invariant measure for 2D stochastic Cahn–Hilliard–Navier–Stokes equations	0
Large deviation principle for a 2D liquid crystal model with multiplicative noise	0
Random walk on the Poincaré disk	0
Wong–Zakai approximations and limiting dynamics of stochastic Ginzburg–Landau equations	0
Gaussian structure in coalescing stochastic flows	0
Random attractors for setvalued dynamical systems for stochastic evolution equations driven by a nontrivial fractional noise	0
Preface for the Second Volume of the Special Issue Dedicated to the 65th Birthday of Björn Schmalfuß	0
Random circular billiards on surfaces of constant curvature: Pseudo integrability and mixing	0
Invariant measures and boundedness in the mean for stochastic equations driven by Lévy noise	0
One admissible critical pair without Lyapunov norm implies a tempered exponential dichotomy for Met-systems	0
On the weak invariance principle for non-adapted stationary random fields under projective criteria	0
Analysis of a microfluidic chemostat model with random dilution ratios	0
Author index Volume 23	0
Large deviation principle for backward stochastic differential equations with a stochastic Lipschitz condition on z	0
Wrapped processes on circular lattices for planar directions	0
Regularity for distribution-dependent SDEs driven by jump processes	0
Large deviation limits of invariant measures	0
Well-posedness of stochastic variational inequalities with discontinuous drifts	0
Preface	0
Periodic measures for a class of SPDEs with regime-switching	0
A probabilistic numerical method for a class of mean field games	0