Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes

DOI10.1016/j.nahs.2017.08.008zbMath1380.60060OpenAlexW2753546304MaRDI QIDQ1690493

George Yin, Yong Xu, Bin Pei, Xiao-Yu Zhang

Publication date: 19 January 2018

Published in: Nonlinear Analysis. Hybrid Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.nahs.2017.08.008

zbMATH Keywords

fractional Brownian motionaveraging principlefunctional stochastic partial differential equationtwo-time-scale Markov chain

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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