Stochastic Averaging Principle for Mixed Stochastic Differential Equations

DOI10.4208/jpde.v35.n3.3OpenAlexW4283696108WikidataQ114021163 ScholiaQ114021163MaRDI QIDQ5089517

Yuanyuan Jing, Yarong Peng, Zhi Li

Publication date: 19 July 2022

Published in: Journal of Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/jpde.v35.n3.3

zbMATH Keywords

fractional Brownian motiondiscontinuous driftmixed stochastic differential equationaveraging principle mixed stochastic differentaveraging principle

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Integrals of Riemann, Stieltjes and Lebesgue type (26A42) Stochastic integrals (60H05)

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