Mixed stochastic differential equations: averaging principle result
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Publication:2213690
DOI10.1016/j.aml.2020.106705zbMath1468.60070OpenAlexW3065451991WikidataQ115360762 ScholiaQ115360762MaRDI QIDQ2213690
Publication date: 3 December 2020
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2020.106705
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)
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