Averaging Method for Neutral Stochastic Delay Differential Equations Driven by Fractional Brownian Motion
Joint Authors
Source
Issue
Vol. 2020, Issue 2020 (31 Dec. 2020), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2020-05-29
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
In this paper, we investigate the stochastic averaging method for neutral stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H∈1/2,1.
By using the linear operator theory and the pathwise approach, we show that the solutions of neutral stochastic delay differential equations converge to the solutions of the corresponding averaged stochastic delay differential equations.
At last, an example is provided to illustrate the applications of the proposed results.
American Psychological Association (APA)
Wang, Pei-Guang& Xu, Yan. 2020. Averaging Method for Neutral Stochastic Delay Differential Equations Driven by Fractional Brownian Motion. Journal of Function Spaces،Vol. 2020, no. 2020, pp.1-7.
https://search.emarefa.net/detail/BIM-1185491
Modern Language Association (MLA)
Wang, Pei-Guang& Xu, Yan. Averaging Method for Neutral Stochastic Delay Differential Equations Driven by Fractional Brownian Motion. Journal of Function Spaces No. 2020 (2020), pp.1-7.
https://search.emarefa.net/detail/BIM-1185491
American Medical Association (AMA)
Wang, Pei-Guang& Xu, Yan. Averaging Method for Neutral Stochastic Delay Differential Equations Driven by Fractional Brownian Motion. Journal of Function Spaces. 2020. Vol. 2020, no. 2020, pp.1-7.
https://search.emarefa.net/detail/BIM-1185491
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1185491