具有分数环境和动力学的慢速系统

IF 1.4 2区 数学 Q2 STATISTICS & PROBABILITY
Xue-Mei Li, J. Sieber
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引用次数: 15

摘要

我们证明了由独立分数布朗运动驱动的慢速系统相互作用的平均原理。收敛模式在概率的H\ \ old范数中。我们还建立了一类分数驱动随机微分方程的几何遍历性,部分改进了Panloup和Richard最近的结果。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Slow-fast systems with fractional environment and dynamics
We prove an averaging principle for interacting slow-fast systems driven by independent fractional Brownian motions. The mode of convergence is in H\"older norm in probability. We also establish geometric ergodicity for a class of fractional-driven stochastic differential equations, partially improving a recent result of Panloup and Richard.
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来源期刊
Annals of Applied Probability
Annals of Applied Probability 数学-统计学与概率论
CiteScore
2.70
自引率
5.60%
发文量
108
审稿时长
6-12 weeks
期刊介绍: The Annals of Applied Probability aims to publish research of the highest quality reflecting the varied facets of contemporary Applied Probability. Primary emphasis is placed on importance and originality.
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