Averaging Method for Neutral Stochastic Delay Differential Equations Driven by Fractional Brownian Motion
In this paper, we investigate the stochastic averaging method for neutral stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H∈1/2,1. By using the linear operator theory and the pathwise approach, we show that the solutions of neutral stochastic delay d...
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| Format: | Article |
| Language: | English |
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Wiley
2020-01-01
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| Series: | Journal of Function Spaces |
| Online Access: | http://dx.doi.org/10.1155/2020/5212690 |
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| _version_ | 1850170837331607552 |
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| author | Peiguang Wang Yan Xu |
| author_facet | Peiguang Wang Yan Xu |
| author_sort | Peiguang Wang |
| collection | DOAJ |
| description | In this paper, we investigate the stochastic averaging method for neutral stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H∈1/2,1. By using the linear operator theory and the pathwise approach, we show that the solutions of neutral stochastic delay differential equations converge to the solutions of the corresponding averaged stochastic delay differential equations. At last, an example is provided to illustrate the applications of the proposed results. |
| format | Article |
| id | doaj-art-acc20a93b3e449099d67c7f9564cc2f6 |
| institution | OA Journals |
| issn | 2314-8896 2314-8888 |
| language | English |
| publishDate | 2020-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Function Spaces |
| spelling | doaj-art-acc20a93b3e449099d67c7f9564cc2f62025-08-20T02:20:23ZengWileyJournal of Function Spaces2314-88962314-88882020-01-01202010.1155/2020/52126905212690Averaging Method for Neutral Stochastic Delay Differential Equations Driven by Fractional Brownian MotionPeiguang Wang0Yan Xu1College of Mathematics and Information Science, Hebei University, Baoding, 071002 Hebei, ChinaCollege of Mathematics and Information Science, Hebei University, Baoding, 071002 Hebei, ChinaIn this paper, we investigate the stochastic averaging method for neutral stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H∈1/2,1. By using the linear operator theory and the pathwise approach, we show that the solutions of neutral stochastic delay differential equations converge to the solutions of the corresponding averaged stochastic delay differential equations. At last, an example is provided to illustrate the applications of the proposed results.http://dx.doi.org/10.1155/2020/5212690 |
| spellingShingle | Peiguang Wang Yan Xu Averaging Method for Neutral Stochastic Delay Differential Equations Driven by Fractional Brownian Motion Journal of Function Spaces |
| title | Averaging Method for Neutral Stochastic Delay Differential Equations Driven by Fractional Brownian Motion |
| title_full | Averaging Method for Neutral Stochastic Delay Differential Equations Driven by Fractional Brownian Motion |
| title_fullStr | Averaging Method for Neutral Stochastic Delay Differential Equations Driven by Fractional Brownian Motion |
| title_full_unstemmed | Averaging Method for Neutral Stochastic Delay Differential Equations Driven by Fractional Brownian Motion |
| title_short | Averaging Method for Neutral Stochastic Delay Differential Equations Driven by Fractional Brownian Motion |
| title_sort | averaging method for neutral stochastic delay differential equations driven by fractional brownian motion |
| url | http://dx.doi.org/10.1155/2020/5212690 |
| work_keys_str_mv | AT peiguangwang averagingmethodforneutralstochasticdelaydifferentialequationsdrivenbyfractionalbrownianmotion AT yanxu averagingmethodforneutralstochasticdelaydifferentialequationsdrivenbyfractionalbrownianmotion |