Stochastic averaging for a completely integrable Hamiltonian system with fractional Brownian motion

DOI10.1142/s0219493723500260OpenAlexW4323266340MaRDI QIDQ6051209

Bin Pei, Yong Xu, Rui-Fang Wang

Publication date: 19 September 2023

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

Full work available at URL: https://doi.org/10.1142/s0219493723500260

zbMATH Keywords

fractional Brownian motionaveraging principlecompletely integrable Hamiltonian systemgeneralized Riemann-Stieltjes integral

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging method for ordinary differential equations (34C29) Completely integrable finite-dimensional Hamiltonian systems, integration methods, integrability tests (37J35)

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