Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: averaging principle
DOI10.1016/j.jmaa.2022.126004zbMath1490.60163OpenAlexW4205300386WikidataQ115345845 ScholiaQ115345845MaRDI QIDQ2075900
Yong Xu, Bin Pei, Min Han, Jiang-Lun Wu
Publication date: 16 February 2022
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2022.126004
averaging principlestochastic differential delay equationstwo-time-scalemultiplicative fractional Brownian noise
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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