Fast-slow-coupled stochastic functional differential equations
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Publication:2124507
DOI10.1016/J.JDE.2022.03.030zbMath1495.34111OpenAlexW4220802146MaRDI QIDQ2124507
Publication date: 11 April 2022
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jde.2022.03.030
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Stochastic functional-differential equations (34K50) Singular perturbations of functional-differential equations (34K26) Averaging for functional-differential equations (34K33)
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An averaging principle for fast-slow-coupled neutral stochastic differential equations with time-varying delay ⋮ A strong averaging principle rate for two-time-scale coupled forward-backward stochastic differential equations driven by fractional Brownian motion
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