Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion

By Yong Xu, Bin Pei, Jiang-Lun Wu. 2017

83 citations recorded by the source corpus.

Subfields: Computational Mechanics, Finance

View Paper: https://www.semanticscholar.org/paper/d8a83212aa90a869b692751c057b5441326819ef

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Computational Mechanics

1. Wei Liu
2. Tusheng Zhang
3. Shijie Shang
4. Michael Röckner

In Finance

1. Wei Hong
2. Shihu Li
3. Wei Liu
4. Michael Röckner
5. Tusheng Zhang
6. Xicheng Zhang
7. Shijie Shang
8. A. Budhiraja

Citations in the corpus

• Averaging principle for fast-slow system driven by mixed fractional Brownian rough path (2020, unknown): “[6, 7, 30, 31, 32, 33, 19] and the references therein.”
• Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs (2021, background): “For more results on this subject, we refer to [1, 2, 12, 18, 19, 21, 22, 40, 44, 46, 47, 49] and the references therein.”