Averaging principle for McKean-Vlasov SDEs driven by FBMs

DOI10.1007/s12346-024-01099-5zbMath1545.60044MaRDI QIDQ6594620

Yong Xu, Li-Fang Feng, Tongqi Zhang, Bin Pei

Publication date: 28 August 2024

Published in: Qualitative Theory of Dynamical Systems (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionaveraging principleslow-fast McKean-Vlasov SDEs

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)

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