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...

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Detalles Bibliográficos

Principais autores:	Tayeb Blouhi, Hussien Albala, Fatima Zohra Ladrani, Amin Benaissa Cherif, Abdelkader Moumen, Khaled Zennir, Keltoum Bouhali
Formato:	Artigo
Idioma:	Inglês
Publicado:	MDPI AG 2025-06-01
Series:	Fractal and Fractional
Assuntos:	approximationtheorems averaging principle fractional derivatives fractional Brownian motion non-Gaussian Lévy noise
Acceso en liña:	https://www.mdpi.com/2504-3110/9/7/419
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