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: | , |
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| Format: | Article |
| Language: | English |
| Published: |
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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