Stochastic Averaging Principle for Two-Time-Scale SDEs with Distribution-Dependent Coefficients Driven by Fractional Brownian Motion

doi:10.1007/s40304-023-00364-4

科研成果详情

发表状态	已发表Published
题名	Stochastic Averaging Principle for Two-Time-Scale SDEs with Distribution-Dependent Coefficients Driven by Fractional Brownian Motion
作者	Shen, Guangjun 1; Yin, Jiayuan 1; Wu, Jianglun2,3
发表日期	2023
发表期刊	Communications in Mathematics and Statistics
ISSN/eISSN	2194-6701
摘要	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.
关键词	Averaging principle Fast–slow systems Fractional Brownian motion Standard Brownian motion
DOI	10.1007/s40304-023-00364-4
URL	查看来源
收录类别	SCIE
语种	英语English
WOS研究方向	Mathematics
WOS类目	Mathematics
WOS记录号	WOS:001168400100001
Scopus入藏号	2-s2.0-85174033423
引用统计
文献类型	期刊论文
条目标识符	https://repository.uic.edu.cn/handle/39GCC9TT/10944
专题	北师香港浸会大学
作者单位	1.Department of Mathematics,Anhui Normal University,Wuhu,241002,China 2.Department of Mathematics,Computational Foundry,Swansea University,Swansea,SA1 8EN,United Kingdom 3.Faculty of Science and Technology,BNU-HKBU United International College,Zhuhai,519087,China
推荐引用方式 GB/T 7714	Shen, Guangjun,Yin, Jiayuan,Wu, Jianglun. Stochastic Averaging Principle for Two-Time-Scale SDEs with Distribution-Dependent Coefficients Driven by Fractional Brownian Motion[J]. Communications in Mathematics and Statistics, 2023.
APA	Shen, Guangjun, Yin, Jiayuan, & Wu, Jianglun. (2023). Stochastic Averaging Principle for Two-Time-Scale SDEs with Distribution-Dependent Coefficients Driven by Fractional Brownian Motion. Communications in Mathematics and Statistics.
MLA	Shen, Guangjun,et al."Stochastic Averaging Principle for Two-Time-Scale SDEs with Distribution-Dependent Coefficients Driven by Fractional Brownian Motion". Communications in Mathematics and Statistics (2023).