Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion (Q2338248): Difference between revisions

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-Jiang-Lun Wu
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+Jiang-Lun Wu
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+MaRDI publication profile
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+W2969534976
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@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
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@@ Property / cites work @@
+Fractional Brownian motion: theory and applications
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@@ Property / cites work @@
+Differential equations driven by fractional Brownian motion
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+Integration with respect to fractal functions and stochastic calculus. I
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+Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion
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+Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
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+The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type.
+Normal rank
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+Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes
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+An averaging principle for stochastic dynamical systems with Lévy noise
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+Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion
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+Stochastic averaging principles for multi-valued stochastic differential equations driven by poisson point Processes
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+Stochastic averaging principle for dynamical systems with fractional Brownian motion
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+Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion
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+Mixed fractional stochastic differential equations with jumps
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@@ Property / cites work @@
+Stochastic calculus for fractional Brownian motion and related processes.
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@@ Property / Wikidata QID @@
+Q127373181
@@ Property / Wikidata QID: Q127373181 / rank @@
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