A limit theorem for the solutions of slow–fast systems with fractional Brownian motion

被引：5

作者：

Yong Xu

Rong Guo

Wei Xu

机构：

[1] DepartmentofAppliedMathematics,NorthwesternPolytechnicalUniversity

来源：

Theoretical & Applied Mechanics Letters | 2014年 / 4卷 / 01期

关键词：

slow–fast system; mean square; fractional Brownian motion;

D O I：

暂无

中图分类号：

O211.6 [随机过程];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A limit theorem which can simplify slow–fast dynamical systems driven by fractional Brownian motion with the Hurst parameter H inside the(1/2, 1) interval has been proved. The slow variables of the original system can be approximated by the solution of the simplified equations in the sense of mean square. An example is presented to illustrate the applications of the limit theorem.

引用

页码：28 / 31

页数：4

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