Averaging principle for fast-slow system driven by mixed fractional Brownian rough path
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Publication:822742
DOI10.1016/j.jde.2021.08.006zbMath1484.60048arXiv2010.06788OpenAlexW3196081788MaRDI QIDQ822742
Bin Pei, Yong Xu, Yuzuru Inahama
Publication date: 23 September 2021
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2010.06788
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging method for ordinary differential equations (34C29) Rough paths (60L20)
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