Stochastic averaging principle for dynamical systems with fractional Brownian motion (Q478249)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic averaging principle for dynamical systems with fractional Brownian motion |
scientific article |
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Stochastic averaging principle for dynamical systems with fractional Brownian motion (English)
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3 December 2014
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stochastic differential equations
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averaging principle
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fractional Brownian motion
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correlated noise
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stochastic integrals
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