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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Main Authors: Peiguang Wang, Yan Xu
Format: Article
Language:English
Published: Wiley 2020-01-01
Series:Journal of Function Spaces
Online Access:http://dx.doi.org/10.1155/2020/5212690
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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