STOCHASTIC AVERAGING PRINCIPLE FOR TWO-TIME-SCALE SPDES DRIVEN BY FRACTIONAL BROWNIAN MOTION WITH DISTRIBUTION DEPENDENT COEFFICIENTS

被引：0
作者：
Shen, Guangjun [1 ]
Yin, Jiayuan [1 ]
Liu, Junfeng [2 ]
机构：
[1] Anhui Normal Univ, Dept Math, Wuhu 241002, Peoples R China
[2] Nanjing Audit Univ, Sch Stat & Data Sci, Nanjing 211815, Peoples R China
来源：
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B | 2024年 / 29卷 / 03期
基金：
中国国家自然科学基金;
关键词：
Averaging principle; distribution dependent; Khasminskii time dis-fast-slow fractional Brownian motion; PARTIAL-DIFFERENTIAL-EQUATIONS; EVOLUTION-EQUATIONS; NOISES; SDES;
D O I：
10.3934/dcdsb.2023138
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we aim to study the asymptotic behavior for a class of distribution dependent stochastic partial differential equations (SPDEs) driven by fractional Brownian motion with fast and slow time-scales. We first establish the well-posedness of distribution dependent SPDEs driven by fractional Brownian motion under the non-Lipschitz conditions using Carathe & PRIME;o dory approximation. Then, using classical Khasminskii time discretization, we establish that stochastic averaging principle for a class of fast and slow system of distribution dependent SPDEs driven by fractional Brownian motion.
引用
收藏
页码：1402 / 1426
页数：25
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