Stochastic Averaging Principle for Mixed Stochastic Differential Equations
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Publication:5089517
DOI10.4208/jpde.v35.n3.3WikidataQ114021163 ScholiaQ114021163MaRDI QIDQ5089517
Zhi Li, Yuanyuan Jing, Yarong Peng
Publication date: 19 July 2022
Published in: Journal of Partial Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4208/jpde.v35.n3.3
fractional Brownian motion; discontinuous drift; mixed stochastic differential equation; averaging principle mixed stochastic differentaveraging principle
26A33: Fractional derivatives and integrals
26A42: Integrals of Riemann, Stieltjes and Lebesgue type
60H05: Stochastic integrals