摘要
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.
源语言 | 英语 |
---|---|
文章编号 | 479195 |
期刊 | Abstract and Applied Analysis |
卷 | 2014 |
DOI | |
出版状态 | 已出版 - 2014 |