Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes-Reference-Cited by-同舟云学术

Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes

Published:2018-02 Issue: Volume:27 Page:107-124
ISSN:1751-570X
Container-title:Nonlinear Analysis: Hybrid Systems
language:en
Short-container-title:Nonlinear Analysis: Hybrid Systems

Author:

Pei Bin,Xu Yong,Yin George,Zhang Xiaoyu

Funder

NSF of China

Fundamental Research Funds for the Central Universities

Innovation Foundation for Doctor Dissertation of NPU

Excellent Doctorate Foundation of NPU

Army Research Office

China Scholarship Council

Alexander von Humboldt Foundation

Publisher

Elsevier BV

Subject

Computer Science Applications,Analysis,Control and Systems Engineering

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4. On averaging principles: an asymptotic expansion approach;Khasminskii;SIAM J. Math. Anal.,2004

5. Limit behavior of two-time-scale diffusions revisited;Khasminskii;J. Differential Equations,2005

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