Averaged Systems of Stochastic Differential Equations with Lévy Noise and Fractional Brownian Motion

Averaged Systems of Stochastic Differential Equations with Lévy Noise and Fractional Brownian Motion

In some problems, partial differential equations are reduced to ordinary differential equations. In special cases, when incorporating randomness, equations can be reduced to systems of stochastic differential Equations (SDEs). Stochastic averaging for a class of stochastic differential equations wit...

Full description

Saved in:
Bibliographic Details
Main Authors: Tayeb Blouhi, Hussien Albala, Fatima Zohra Ladrani, Amin Benaissa Cherif, Abdelkader Moumen, Khaled Zennir, Keltoum Bouhali
Format: Article
Language:English
Published: MDPI AG 2025-06-01
Series:Fractal and Fractional
Subjects:
approximationtheorems
averaging principle
fractional derivatives
fractional Brownian motion
non-Gaussian Lévy noise
Online Access:https://www.mdpi.com/2504-3110/9/7/419
Tags: Add Tag
No Tags, Be the first to tag this record!
Login for hold and recall information

Internet

https://www.mdpi.com/2504-3110/9/7/419

Similar Items