Analytical Solutions for Multi-Time Scale Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion and Their Applications

In this paper, we investigate analytical solutions of multi-time scale fractional stochastic differential equations driven by fractional Brownian motions. We firstly decompose homogeneous multi-time scale fractional stochastic differential equations driven by fractional Brownian motions into indepen...

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Auteurs principaux:	Xiao-Li Ding, Juan J. Nieto
Format:	Artigo
Langue:	Inglês
Publié:	MDPI AG 2018-01-01
Collection:	Entropy
Sujets:	multi-time scale fractional stochastic differential equations fractional Brownian motion fractional stochastic partial differential equation analytical solution
Accès en ligne:	http://www.mdpi.com/1099-4300/20/1/63
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