Stochastic Averaging Principle for Mixed Stochastic Differential Equations

Stochastic Averaging Principle for Mixed Stochastic Differential Equations

Year:    2022

Author:    Yuanyuan Jing, Yarong Peng, Zhi Li

Journal of Partial Differential Equations, Vol. 35 (2022), Iss. 3 : pp. 223–239

Abstract

In this paper, an averaging principle for the solutions to mixed stochastic differential equation involving standard Brownian motion, a fractional Brownian motion $B^{H}$ with the Hurst parameter $H>\frac{1}{2}$ and a discontinuous drift was estimated. Under some proper assumptions, we proved that the solutions of the simplified systems can be approximated to that of the original systems in the sense of mean square by the method of the pathwise approach and the Itô stochastic calculus.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/jpde.v35.n3.3

Journal of Partial Differential Equations, Vol. 35 (2022), Iss. 3 : pp. 223–239

Published online:    2022-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    17

Keywords:    Averaging principle mixed stochastic differential equation discontinuous drift fractional Brownian motion.

Author Details

Yuanyuan Jing

Yarong Peng

Zhi Li