A limit theorem for the solutions of slow-fast systems with fractional Brownian motion
A limit theorem which can simplify slow—fast dynamical systems driven by fractional Brownian motion with the Hurst parameter H inside the (1/2, 1) interval has been proved. The slow variables of the original system can be approximated by the solution of the simplified equations in the sense of mean...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2014-01-01
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| Series: | Theoretical and Applied Mechanics Letters |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2095034915302853 |