Averaging principle for fast-slow system driven by mixed fractional Brownian rough path (Q822742): Difference between revisions

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English	Averaging principle for fast-slow system driven by mixed fractional Brownian rough path	scientific article

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scholarly article

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Averaging principle for fast-slow system driven by mixed fractional Brownian rough path (English)

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Journal of Differential Equations

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publication date

23 September 2021

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full work available at URL

https://arxiv.org/abs/2010.06788

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zbMATH Keywords

averaging principle

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fast-slow system

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mixed fractional Brownian rough path

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fractional calculus approach

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MaRDI profile type

MaRDI publication profile

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Convergence of delay equations driven by a H\"older continuous function of order $\beta\in(\frac13,\frac12)$

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Delay equations with non-negativity constraints driven by a Hölder continuous function of order \(\beta\in\left(\frac{1}{3},\frac{1}{2}\right)\)

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ESTIMATES FOR THE SOLUTION TO STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A FRACTIONAL BROWNIAN MOTION WITH HURST PARAMETER H ∈ (⅓, ½)

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Stochastic analysis, rough path analysis and fractional Brownian motions.

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A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations

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Random Perturbations of Dynamical Systems

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Multidimensional Stochastic Processes as Rough Paths

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A course on rough paths. With an introduction to regularity structures

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Local Stability of Differential Equations Driven by Hölder-Continuous Paths with Hölder Index in (1/3,1/2)

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Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems

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Controlling rough paths

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Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion

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Rough path analysis via fractional calculus

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A fractional calculus approach to rough integration

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The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type.

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Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients

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Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young

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Differential equations driven by rough signals

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System Control and Rough Paths

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The Relation Between Mixed and Rough SDEs and Its Application to Numerical Methods

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Stochastic differential equations. An introduction with applications.

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Differential equations driven by fractional Brownian motion

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Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion

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Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles

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Rough differential equations with unbounded drift term

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An averaging principle for stochastic dynamical systems with Lévy noise

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Stochastic averaging principle for dynamical systems with fractional Brownian motion

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Stochastic averaging for slow-fast 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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Integration with respect to fractal functions and stochastic calculus. I

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.JDE.2021.08.006

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Mathematics(1 entry)

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