Mixed slow-fast stochastic differential equations: Averaging principle result

被引：0

作者：

Liu, Shitao ^{[1
]}

机构：

[1] Liaocheng Univ, Sch Math Sci, Liaocheng 252059, Peoples R China

来源：

FRACTIONAL CALCULUS AND APPLIED ANALYSIS | 2025年 / 28卷 / 01期

关键词：

Averaging method (primary); fractional Brownian motion; slow-fast stochastic differential equations; non-Lipschitz coefficients; FRACTIONAL BROWNIAN-MOTION; DRIVEN; UNIQUENESS; EXISTENCE; CALCULUS; SDES;

D O I：

10.1007/s13540-024-00368-z

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper investigates stochastic averaging principle for a class of mixed slow-fast stochastic differential equations driven simultaneously by a multidimensional standard Brownian motion and a multidimensional fractional Brownian motion with Hurst parameter 1/2 < H < 1. The stochastic averaging principle shows that the slow component strongly converges to the solution of the corresponding averaged equations under a weaker condition than the Lipschitz one.

引用

页码：181 / 207

页数：27

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