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Abstract and Applied Analysis
Volume 2014 (2014), Article ID 479195, 10 pages
Research Article

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. View at Publisher · View at Google Scholar
  • 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. View at Publisher · View at Google Scholar
  • 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. View at Publisher · View at Google Scholar
  • 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. View at Publisher · View at Google Scholar