Stochastic averaging for the non-autonomous mixed stochastic differential equations with locally Lipschitz coefficients (Q2070590): Difference between revisions
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scientific article
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English | Stochastic averaging for the non-autonomous mixed stochastic differential equations with locally Lipschitz coefficients |
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Stochastic averaging for the non-autonomous mixed stochastic differential equations with locally Lipschitz coefficients (English)
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24 January 2022
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averaging principle
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fractional Brownian motion
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non-autonomous system
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generalized Riemann-Stieltjes integral
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Itô stochastic integral
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