Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion (Q2970122)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion |
scientific article |
Statements
Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion (English)
0 references
27 March 2017
0 references
stochastic averaging principle
0 references
stochastic differential equations
0 references
fractional Brownian motion
0 references
non-Lipschitz coefficient
0 references