Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
DOI10.1016/j.jde.2022.03.015zbMath1498.60238OpenAlexW4221037481MaRDI QIDQ2119885
Jie Xiang, Guang Jun Shen, Jiang-Lun Wu
Publication date: 30 March 2022
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jde.2022.03.015
fractional Brownian motionstochastic averaging principledistribution dependent stochastic differential equations
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging method for ordinary differential equations (34C29) Vlasov equations (35Q83)
Related Items (3)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An averaging principle for stochastic dynamical systems with Lévy noise
- Averaging dynamics driven by fractional Brownian motion
- Averaging principle for fast-slow system driven by mixed fractional Brownian rough path
- Integration with respect to fractal functions and stochastic calculus. I
- Differential equations driven by fractional Brownian motion
- Mixed fractional Brownian motion
- Mixed stochastic differential equations: existence and uniqueness result
- Averaging principle for one dimensional stochastic Burgers equation
- Distribution dependent SDEs for Landau type equations
- The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type.
- Stochastic analysis, rough path analysis and fractional Brownian motions.
- An averaging principle for stochastic fractional differential equations with time-delays
- Distribution dependent SDEs with singular coefficients
- Well-posedness of distribution dependent SDEs with singular drifts
- McKean-Vlasov SDEs under measure dependent Lyapunov conditions
- Distribution dependent stochastic differential equations
- Distribution dependent SDEs driven by fractional Brownian motions
- Averaging principle for fractional heat equations driven by stochastic measures
- Strong well posedness of McKean-Vlasov stochastic differential equations with hölder drift
- Bismut formula for Lions derivative of distribution dependent SDEs and applications
- Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
- Stochastic calculus for fractional Brownian motion and related processes.
- Bismut formula for Lions derivative of distribution-path dependent SDEs
- Analysis on Gaussian Spaces
- Existence and Uniqueness of the Solution of Stochastic Differential Equation Involving Wiener Process and Fractional Brownian Motion with Hurst IndexH > 1/2
- The Malliavin Calculus and Related Topics
- Averaging principle for stochastic differential equations under a weak condition
- Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion
- Fractional Brownian motion: theory and applications
- Stochastic integration with respect to the fractional Brownian motion
- Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations
- Weak solutions to Vlasov–McKean equations under Lyapunov-type conditions
- Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control Problem
- Stochastic Calculus for Fractional Brownian Motion and Applications
- Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
This page was built for publication: Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
