Stochastics and Dynamics

Article	Citations
Identifying stochastic governing equations from data of the most probable transition trajectories	17
A proof of the additivity of rough integral	12
Limit measures and ergodicity of fractional stochastic reaction–diffusion equations on unbounded domains	10
The impact of noise on Burgers equations	10
Numerical methods for fractional Fokker–Planck equation with multiplicative Marcus Lévy noises	9
Singular limits for stochastic equations	8
On the topological pressure of axial product on trees	8
Discrete-time approximation for backward stochastic differential equations driven by G-Brownian motion	8
Exponential ergodicity for a stochastic two-layer quasi-geostrophic model	6
Stability and stabilization of large-scale distribution-dependent SDEs	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
Random invariant densities for markov operator cocycles and random mean ergodic theorem	5
Distribution-dependent stochastic porous media equations	5
Quantum synchronization for stochastic Schrödinger–Lohe model	4
Quadratic variation for the solution of the nonlinear stochastic wave equation	4
Averaging principle for McKean–Vlasov SDEs with Lévy noise and Hölder coefficients	4
Well-posedness and invariant measures for second-order stochastic lattice systems with superlinear diffusion terms	4
The fluctuational transition mechanism of non-hyperbolic chaotic invariant sets	3
A large deviation principle for reflected SPDEs on infinite spatial domain	3
Gâteaux type path-dependent PDEs and BSDEs with Gaussian forward processes	3
Geometric ergodicity of SGLD via reflection coupling	3
Dynamics of a stochastic phytoplankton–zooplankton system with defensive and offensive effects	3
Entropy formulae on Feldman–Katok metric of random dynamical systems	3
C0,1-Itô chain rules and generalized solutions of parabolic PDEs	3

Random self-similar series over a rotation	3
Deviation properties for linear self-attracting diffusion process and applications	3
Stochastic Newton equations in the strong potential limit for the multi-dimensional case	3
Optimal index and averaging principle for Itô–Doob stochastic fractional differential equations	3
Rolling with random slipping and twisting: A large deviation point of view	2
Data-driven discovery of slow–fast stochastic differential equations with data binning and sparse bayesian strategy	2
Reflected BSDEs driven by G-Brownian motion with time-varying Lipschitz coefficients	2
Nonuniform dependence for high-dimensional modified Euler–Poincaré system with multiplicative noises	2
An example of intrinsic randomness in deterministic PDES	2
Intermittency phenomena for mass distributions of stochastic flows with interaction	2
Locally Lipschitz BSDE with jumps and related Kolmogorov equation	2
The most probable transition pathway of a predator–prey system under noise	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
Approximations of Lévy processes by integrated fast oscillating Ornstein–Uhlenbeck processes	2
Averaging principle for stochastic 3D generalized Navier–Stokes equations	2
Weak solutions and invariant measures for some class of SPDE’s	2
Strong solutions and asymptotic behavior of bidomain equations with random noise	2
Uniform large deviation principles of fractional reaction–diffusion equations driven by superlinear multiplicative noise on ℝn	2
Reflected stochastic differential equations driven by standard and fractional Brownian motion	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
Quadratic variation and drift parameter estimation for the stochastic wave equation with space-time white noise	2
Asymptotic behavior of stochastic p-Laplacian equations with dynamic boundary conditions	2
A note on weak existence for singular SDEs	1
Quenched limit theorems for expanding on average cocycles	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
Continuity in law for solutions of SPDES with space-time homogeneous Gaussian noise	1
Bohl–Perron theorem for random dynamical systems	1
Regularization of differential equations by two fractional noises	1
Local zero-stability of rough evolution equations	1
Stochastic averaging principle for neutral stochastic functional differential equations driven by G-Lévy process	1
Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes	1
Analysis of a new stochastic Gompertz diffusion model for untreated human glioblastomas	1
On weak existence of solutions of degenerate McKean–Vlasov equations	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
Global solutions for semilinear rough partial differential equations	1
Convergence problem of reduced Ostrovsky equation in Fourier–Lebesgue spaces with rough data and random data	1
Stochastic averaging for a completely integrable Hamiltonian system with fractional Brownian motion	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
On the coercivity condition in the learning of interacting particle systems	1
Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient	1
C1-Convergence of unstable foliations of stochastic evolution equations on thin domain	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
Author index Volume 24	1

Weak mean random attractors for nonautonomous stochastic parabolic equation with variable exponents	1
An optimal estimate for linear reaction subdiffusion equations with Neumann boundary conditions	1
Semicontinuous evolution systems of enlarged measures for superlinear stochastic porous media lattice equations	1
Three-dimensional stochastic Navier–Stokes equations with Markov switching	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
Preface – Special issue: Random dynamics	1
The asymptotic behavior of solutions for stochastic evolution equations with pantograph delay	1
Limit theorems for Cox–Ingersoll–Ross process with externally and self-exciting jumps and application to finance	1
Space-time fractional Anderson model driven by Gaussian noise rough in space	1
Uniqueness and statistical properties of the Gibbs state on general one-dimensional lattice systems with Markovian structure	1
Reflected BSDES Driven by G-Brownian Motion with Non-Lipschitz Coefficients	1
Berry–Esséen bound for complex Wiener–Itô integral	1
Stochastic n-point D-bifurcations of stochastic Lévy flows and their complexity on finite spaces	0
Estimates of constants in the limit theorems for chaotic dynamical systems	0
Moderate deviations for a stochastic Schrödinger equation with linear drift	0
Exponential stability of stochastic systems: A pathwise approach	0
Limiting behavior of invariant measures of stochastic reaction–diffusion equations on thin domains	0
On a stochastic nonlocal system with discrete diffusion modeling life tables	0
Preface	0
Preface for the Special Issue in Memory of María J. Garrido-Atienza	0
Stochastic differential equations with respect to optional semimartingales and two reflecting regulated barriers	0
Small time asymptotics for a class of stochastic partial differential equations with fully monotone coefficients forced by multiplicative Gaussian noise	0
The probability of events for stochastic parabolic equations	0
The two-barrier escape problem for compound renewal processes with two-sided jumps	0
Deterministic limit of a density-dependent population model with triangle type nonlocal cross-diffusion	0
Large deviation principles for a 2D stochastic Allen–Cahn–Navier–Stokes driven by jump noise	0
Stochastic dynamics and data science	0
Existence and uniqueness of global solutions to the stochastic heat equation with superlinear drift on an unbounded spatial domain	0
Stable large deviations for deterministic dynamical systems	0
Stochastic rotating waves	0
The perfection of local semi-flows and local random dynamical systems with applications to SDEs	0
An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise	0
Stochastic elliptic–parabolic system arising in porous media	0
Author index Volume 22	0
Mild stochastic sewing lemma, SPDE in random environment, and fractional averaging	0
The non-Lipschitz stochastic Cahn–Hilliard–Navier–Stokes equations in two space dimensions	0
Large deviations for Lévy diffusions in the small noise regime	0
Large deviation principle for a 2D liquid crystal model with multiplicative noise	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
Global solution to non-self-adjoint stochastic Volterra equation	0
Labeled partitions in action: Recombination, selection, mutation and more	0
Invariant measure for 2D stochastic Cahn–Hilliard–Navier–Stokes equations	0
Preface for the Second Volume of the Special Issue Dedicated to the 65th Birthday of Björn Schmalfuß	0
Synchronization for KPZ	0
Random walk on the Poincaré disk	0
Central exponents of linear stochastic differential-algebraic equations of index 1	0
Random attractors for setvalued dynamical systems for stochastic evolution equations driven by a nontrivial fractional noise	0
Analysis of a microfluidic chemostat model with random dilution ratios	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
Gaussian structure in coalescing stochastic flows	0
On the weak invariance principle for non-adapted stationary random fields under projective criteria	0
Large deviation limits of invariant measures	0
First-order linear Marcus SPDEs	0
A probabilistic numerical method for a class of mean field games	0
Uniformity of singular value exponents for typical cocycles	0
Invariant submanifolds for solutions to rough differential equations	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
Mixing properties of a class of nonuniformly expanding maps. Application to Holderian invariance principles	0
Continuity and topological structural stability for nonautonomous random attractors	0
Large deviations of one-hidden-layer neural networks	0
Volterra equations driven by rough signals 2: Higher-order expansions	0
Second-order McKean–Vlasov stochastic evolution equation driven by Poisson jumps: Existence, uniqueness and averaging principle	0
Simple bounds on the most predictable component of a stochastic model	0
Reflected stochastic partial differential equations with jumps	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
Dynamics of a multi-species lottery competition model in stochastic environments	0
Asymptotic Log-Harnack inequality for the 2D Ericksen–Leslie model system with degenerate noise and damping	0
Stochastic turbulence for Burgers equation driven by cylindrical Lévy process	0
Rate of homogenization for fully-coupled McKean–Vlasov SDEs	0
Public private partnerships contract under moral hazard and ambiguous information	0
Functional equations for the stochastic exponential	0
Binary robustness of random attractors for 2D-Ginzburg–Landau equations with Wong–Zakai noise	0
Density of nonzero exponent of contraction for pinching cocycles in Hom(S1)	0
Viability for impulsive stochastic differential inclusions driven by fractional Brownian motion	0
Large deviation for slow-fast McKean–Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions	0

Author index Volume 21	0
Moderate deviations for stochastic Kuramoto–Sivashinsky equation	0
Arcsine and Darling–Kac laws for piecewise linear random interval maps	0
A stochastic Sir epidemic evolution model with non-concave force of infection: Mathematical modeling and analysis	0
Existence of solutions for mean-field integrodifferential equations with delay	0
Holonomies for foliations with extreme disintegration behavior	0
Talagrand’s quadratic transportation cost inequalities for SPDEs driven by fractional noises with two reflection walls	0
Weak mean attractors, ergodicity and large deviation principle of stochastic Klein–Gordon–Schrödinger lattice systems	0
LaSalle-type stationary oscillation principle for stochastic affine periodic systems	0
Attractors of deterministic and random lattice difference equations	0
Delay-dependent criteria on periodicity of stochastic neural networks with variable coefficients and delays	0
Large deviations of homological growth rates for hyperbolic surfaces	0
Geodesics and dynamical information projections on the manifold of Hölder equilibrium probabilities	0
The β-Delaunay tessellation IV: Mixing properties and central limit theorems	0
Asymptotic pressure on some self-similar trees	0
Mild solutions to time-fractional stochastic semi-linear wave equations	0
Forward–backward stochastic differential equations with delay generators	0
Reflected and doubly reflected BSDEs driven by RCLL martingales	0
Local linear estimator for fractional diffusions	0
Wong–Zakai approximations and limiting dynamics of stochastic Ginzburg–Landau equations	0
Author index Volume 23	0
Representation of solutions to sticky stochastic differential equations	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
Well-posedness of stochastic variational inequalities with discontinuous drifts	0
A Monte Carlo algorithm for multiple stochastic integrals of stable processes	0
Wrapped processes on circular lattices for planar directions	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
The exponential behavior and stability of the stochastic three-dimensional primitive equations driven by Lévy noise	0
On the limit distribution for stochastic differential equations driven by cylindrical non-symmetric α-stable Lévy processes	0
Ergodicity of exclusion semigroups constructed from quantum Bernoulli noises	0
Exponential dichotomy for dynamically defined matrix-valued Jacobi operators	0
An approximate approach to fuzzy stochastic differential equations under sub-fractional Brownian motion	0
Strong rates of convergence of space-time discretization schemes for the 2D Navier–Stokes equations with additive noise	0
Weak pullback mean random attractors for stochastic evolution equations and applications	0
Quadratic BSDEs with mean reflection driven by G-brownian motion	0
Stochastic 2D rotating Euler flows with bounded vorticity or white noise initial conditions	0
The most likely transition path for a class of distribution-dependent stochastic systems	0
Nonautonomous attractors and Young measures	0
Deviation principles of a stochastic Leray-α system with fractional dissipation	0
A two-dimensional stochastic fractional non-local diffusion lattice model with delays	0
Periodic measures for a class of SPDEs with regime-switching	0
Invariant measures and boundedness in the mean for stochastic equations driven by Lévy noise	0
Existence of global and explosive mild solutions of fractional reaction–diffusion system of semilinear SPDEs with fractional noise	0
Stability, uniqueness and existence of solutions to McKean–Vlasov SDEs: a multidimensional Yamada–Watanabe approach	0
Asymptotic behavior of maximum likelihood estimators for Ornstein–Uhlenbeck process with large linear drift	0
Stochastic stability for partially hyperbolic diffeomorphisms with mostly expanding and mostly contracting centers	0
Preface	0
Comparison of classical and path-by-path solutions to SDEs	0
Stochastic differential equations with Hölder–Dini drift and driven by α-stable processes	0
Stationary solutions and invariant measures for SDEs driven by Lévy processes with Markovian switching	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
An optimal control problem for a linear SPDE driven by a multiplicative multifractional Brownian motion	0
Maxitive monetary risk measures: Worst-case risk assessment and sharp large deviations	0
Convergence of nonlinear filtering for multiscale systems with correlated Lévy noises	0
Uniform large deviations of fractional stochastic equations with polynomial drift on unbounded domains	0
Small perturbations may change the sign of Lyapunov exponents for linear SDEs	0
Uniform-in-time bounds for a stochastic hybrid system with fast periodic sampling and small white-noise	0
Random circular billiards on surfaces of constant curvature: Pseudo integrability and mixing	0
One admissible critical pair without Lyapunov norm implies a tempered exponential dichotomy for Met-systems	0
Regularity for distribution-dependent SDEs driven by jump processes	0
Practical stability analysis of stochastic perturbed linear time-varying systems via integral inequality	0
Approximation for a generalized Langevin equation with high oscillation in time and space	0
From Loewner-captive Hermitian diffusions to risk-captive efficient frontiers	0
The limit behavior of SEIRS model in spatial grid	0
Weak mean random attractors for non-local random and stochastic reaction–diffusion equations	0
Typical properties of ergodic optimization for asymptotically additive potentials	0
Results on approximate controllability for fractional stochastic delay differential systems of order r ∈ (1,2)	0
Mean-field equilibrium price formation with exponential utility	0
Invariant measures for random expanding on average Saussol maps	0
Strong solutions of SDEs with singular (form-bounded) drift via Röckner–Zhao approach	0
Study of the dynamics of two chemostats connected by Fickian diffusion with bounded random fluctuations	0
Large deviation principle for backward stochastic differential equations with a stochastic Lipschitz condition on z	0
Dynamical behaviors of an impulsive stochastic neural field lattice model	0
Some perpetual integral functionals of the three-dimensional Bessel process	0