Stochastic averaging principle for dynamical systems with fractional Brownian motion

DOI10.3934/dcdsb.2014.19.1197zbMath1314.60122arXiv1301.4788OpenAlexW2964043760MaRDI QIDQ478249

Yong-Cai Geng, Sumit K. Garg

Publication date: 3 December 2014

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.4788

zbMATH Keywords

fractional Brownian motionstochastic differential equationscorrelated noiseaveraging principlestochastic integrals

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic systems in control theory (general) (93E03) Stochastic integrals (60H05) Generation, random and stochastic difference and differential equations (37H10)

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