Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion

DOI10.1142/S0219493717500137zbMath1365.34102OpenAlexW2345795770MaRDI QIDQ2970122

Jiang-Lun Wu, Bin Pei, Yong Xu

Publication date: 27 March 2017

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493717500137

zbMATH Keywords

fractional Brownian motionstochastic differential equationsstochastic averaging principlenon-Lipschitz coefficient

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging method for ordinary differential equations (34C29) Ordinary differential equations and systems with randomness (34F05)

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