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Abstract and Applied Analysis
Volume 2014 (2014), Article ID 479195, 10 pages
An Averaging Principle for Stochastic Differential Delay Equations with Fractional Brownian Motion
Department of Applied Mathematics, Northwestern Polytechnical University, Xi’an 710072, China
Received 15 November 2013; Accepted 19 December 2013; Published 22 January 2014
Academic Editor: Yaozhong Hu
Copyright © 2014 Yong Xu et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Citations to this Article [4 citations]
The following is the list of published articles that have cited the current article.
- Yong Xu, Bin Pei, and Yongge Li, “Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise,” Mathematical Methods in the Applied Sciences, 2014.
- H. T. Zhu, “Probabilistic solution of a multi-degree-of-freedom Duffing system under nonzero mean Poisson impulses,” Acta Mechanica, vol. 226, no. 9, pp. 3133–3149, 2015.
- Yong Xu, Bin Pei, and Rong Guo, “Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion,” Discrete and Continuous Dynamical Systems - Series B, vol. 20, no. 7, pp. 2257–2267, 2015.
- Hongbo Fu, Li Wan, and Jicheng Liu, “Strong convergence in averaging principle for stochastic hyperbolic–parabolic equations with two time-scales,” Stochastic Processes and their Applications, 2015.