The averaging principle for stochastic differential equations with Caputo fractional derivative
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Publication:1739449
DOI10.1016/j.aml.2019.02.005zbMath1448.60131OpenAlexW2914009058MaRDI QIDQ1739449
Wenjing Xu, Shuo Zhang, Wei Xu
Publication date: 26 April 2019
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2019.02.005
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging method for ordinary differential equations (34C29) Ordinary differential equations and systems with randomness (34F05) Fractional ordinary differential equations (34A08)
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