Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion (Q2338248): Difference between revisions
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Revision as of 23:57, 12 February 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 |
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Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion (English)
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21 November 2019
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averaging principle
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fractional Brownian motion
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pathwise Riemann-Stieltjes integral
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Itô stochastic calculus
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