Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion (Q2338248)
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scientific article; zbMATH DE number 7134495
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| English | Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion |
scientific article; zbMATH DE number 7134495 |
Statements
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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0.8946980237960815
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0.8595218658447266
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0.8580363988876343
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0.8498848676681519
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