Stochastic averaging principle for dynamical systems with fractional Brownian motion (Q478249)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic averaging principle for dynamical systems with fractional Brownian motion |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic averaging principle for dynamical systems with fractional Brownian motion |
scientific article |
Statements
Stochastic averaging principle for dynamical systems with fractional Brownian motion (English)
0 references
3 December 2014
0 references
stochastic differential equations
0 references
averaging principle
0 references
fractional Brownian motion
0 references
correlated noise
0 references
stochastic integrals
0 references
0 references
0 references
0 references
0.9103891253471376
0 references
0.8946980237960815
0 references
0.8834860920906067
0 references
0.8637152910232544
0 references
