Averaging principles for mixed fast-slow systems driven by fractional Brownian motion-Reference-Cited by-同舟云学术

Averaging principles for mixed fast-slow systems driven by fractional Brownian motion

Published:2023-11-01 Issue:4 Volume:63 Page:
ISSN:2156-2261
Container-title:Kyoto Journal of Mathematics
language:
Short-container-title:Kyoto J. Math.

Author:

Pei Bin¹,Inahama Yuzuru²,Xu Yong³

Affiliation:

1. School of Mathematics and Statistics, Northwestern Polytechnical University, Xi’an, People’s Republic of China, Innovation Center, Northwestern Polytechnical University-Chongqing, Chongqing, People’s Republic of China, and Faculty of Mathematics, Kyu

2. Faculty of Mathematics, Kyushu University, Fukuoka, Japan

3. School of Mathematics and Statistics, Northwestern Polytechnical University, Xi’an, People’s Republic of China

Publisher

Duke University Press

Reference37 articles.

1. F. Biagini, Y. Hu, B. Øksendal, and T. Zhang, Stochastic Calculus for Fractional Brownian Motion and Applications, Probab. Appl., Springer, London, 2008.

2. L. Decreusefond and A. S. Üstünel, “Fractional Brownian motion: Theory and applications” in Systèmes Différentiels Fractionnaires (Paris, 1998), ESAIM Proc. Surveys 5, Soc. Math. Appl. Indust., Paris, 1998, 75–86.

3. J. Duan, An Introduction to Stochastic Dynamics, Cambridge Texts Appl. Math., Cambridge Univ. Press, New York, 2015.

4. J. Duan and W. Wang, Effective Dynamics of Stochastic Partial Differential Equations, North-Holland, Amsterdam, 2014.

5. M. Freidlin and A. Wentzell, Random Perturbations of Dynamical Systems, 3rd ed., Grundlehren Math. Wiss. 260, Springer, Heidelberg, 2012.

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