Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion.
Bin PeiYong XuJiang-Lun WuPublished in: Appl. Math. Lett. (2020)
Keyphrases
- stochastic differential equations
- brownian motion
- fractional brownian motion
- long range
- stochastic process
- non stationary
- differential equations
- diffusion process
- maximum a posteriori estimation
- stochastic processes
- optimal control
- queue length
- fractal dimension
- poisson process
- random fields
- financial markets
- heavy traffic
- vector valued
- additive gaussian noise
- markov chain
- higher order
- noisy images
- conditional random fields
- mathematical model
- gray level