Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion (Q2338248): Difference between revisions
From MaRDI portal
Latest revision as of 19:54, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion |
scientific article |
Statements
Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion (English)
0 references
21 November 2019
0 references
averaging principle
0 references
fractional Brownian motion
0 references
pathwise Riemann-Stieltjes integral
0 references
Itô stochastic calculus
0 references
0 references
0 references
0 references