Averaging method for neutral stochastic delay differential equations driven by fractional Brownian motion
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Cites work
- scientific article; zbMATH DE number 3222431 (Why is no real title available?)
- scientific article; zbMATH DE number 3321765 (Why is no real title available?)
- A note on exponential stability of non-autonomous linear stochastic differential delay equations driven by a fractional Brownian motion with Hurst index \(> \frac{1}{2}\)
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- Averaging principle for SDEs of neutral type driven by G-Brownian motion
- Averaging principle for the heat equation driven by a general stochastic measure
- Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes
- Delay Differential Equations
- Differential equations driven by fractional Brownian motion
- Fractional Brownian Motions, Fractional Noises and Applications
- Integration with respect to fractal functions and stochastic calculus. I
- Mixed fractional stochastic differential equations with jumps
- On the averaging principle for stochastic delay differential equations with jumps
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- Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
- Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion
- Three positive periodic solutions to nonlinear neutral functional differential equations with impulses and parameters on time scales
Cited in
(9)- An effective averaging theory for fractional neutral stochastic equations of order \(0 < \alpha < 1\) with Poisson jumps
- Averaging of neutral stochastic partial functional differential equations involving delayed impulses
- Averaging principles for two-time-scale neutral stochastic delay partial differential equations driven by fractional Brownian motions
- Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: averaging principle
- An averaging principle for stochastic differential delay equations with fractional Brownian motion
- Stabilization of delayed neutral semi-Markovian jumping stochastic systems driven by fractional Brownian motions: \(H_\infty\) control approach
- Averaging principle for a stochastic cable equation
- Stochastic stabilization of Markovian jump neutral systems with fractional Brownian motion and quantized controller
- \(H_\infty\) sampled-data control for uncertain fuzzy systems under Markovian jump and fBm
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