An Averaging Principle for Stochastic Differential Delay Equations with Fractional Brownian Motion
Joint Authors
Source
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-01-22
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
An averaging principle for a class of stochastic differential delay equations (SDDEs) driven by fractional Brownian motion (fBm) with Hurst parameter in ( 1 / 2 , 1 ) is considered, where stochastic integration is convolved as the path integrals.
The solutions to the original SDDEs can be approximated by solutions to the corresponding averaged SDDEs in the sense of both convergence in mean square and in probability, respectively.
Two examples are carried out to illustrate the proposed averaging principle.
American Psychological Association (APA)
Xu, Yong& Pei, Bin& Li, Yongge. 2014. An Averaging Principle for Stochastic Differential Delay Equations with Fractional Brownian Motion. Abstract and Applied Analysis،Vol. 2014, no. 2014, pp.1-10.
https://search.emarefa.net/detail/BIM-1033786
Modern Language Association (MLA)
Xu, Yong…[et al.]. An Averaging Principle for Stochastic Differential Delay Equations with Fractional Brownian Motion. Abstract and Applied Analysis No. 2014 (2014), pp.1-10.
https://search.emarefa.net/detail/BIM-1033786
American Medical Association (AMA)
Xu, Yong& Pei, Bin& Li, Yongge. An Averaging Principle for Stochastic Differential Delay Equations with Fractional Brownian Motion. Abstract and Applied Analysis. 2014. Vol. 2014, no. 2014, pp.1-10.
https://search.emarefa.net/detail/BIM-1033786
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1033786