Optimal index and averaging principle for Itô–Doob stochastic fractional differential equations

DOI10.1142/S0219493722500186OpenAlexW4214654023WikidataQ115245725 ScholiaQ115245725MaRDI QIDQ5038975

Zhongkai Guo, Wen-Ya Wang

Publication date: 9 October 2022

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493722500186

zbMATH Keywords

averaging principleItô-Doob SFDEsoptimal index

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging method for ordinary differential equations (34C29) Ordinary differential equations and systems with randomness (34F05) Stochastic difference equations (39A50)

Related Items

Existence, uniqueness, and averaging principle for Hadamard Itô–Doob stochastic delay fractional integral equations, Hadamard Itô-Doob stochastic fractional order systems, Ulam–Hyers stability of fractional Itô–Doob stochastic differential equations

Cites Work

• Unnamed Item
• Unnamed Item
• Average and deviation for slow-fast stochastic partial differential equations
• An averaging principle for stochastic dynamical systems with Lévy noise
• Averaging principle for stochastic Korteweg-de Vries equation
• Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
• On the representation of fractional Brownian motion as an integral with respect to \((dt)^a\)
• An Averaging Principle for Multivalued Stochastic Differential Equations
• Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion
• AN AVERAGING PRINCIPLE FOR TWO-SCALE STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
• Averaging principle for stochastic differential equations under a weak condition
• Approximation properties for solutions to Itô–Doob stochastic fractional differential equations with non-Lipschitz coefficients