Averaging principles for mixed fast-slow systems driven by fractional Brownian motion
DOI10.1215/21562261-2023-0001arXiv2001.06945OpenAlexW4386035523MaRDI QIDQ6185314
Yong Xu, Yuzuru Inahama, Bin Pei
Publication date: 8 January 2024
Published in: Kyoto Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2001.06945
fractional Brownian motionfast-slow systemsstandard Brownian motionaveraging principlesgeneralized Riemann-Stieltjes integral
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging method for ordinary differential equations (34C29)
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