Details of Research Outputs

In this paper, we derive an averaging principle for a fast–slow system of stochastic differential equations (SDEs) involving distribution-dependent coefficients driven by both fractional Brownian motion (fBm) and standard Brownian motion (Bm). We first establish the existence and uniqueness of solutions of the fast–slow system and the corresponding averaging equation. Then, we show that the slow component strongly converges to the solution of the associated averaged equation.