An Averaging Principle for Stochastic Differential Delay Equations with Fractional Brownian Motion

Figure 1

Comparison of the exact solution 𝑋_𝜀(𝑡) with the averaged solution 𝑍_𝜀(𝑡) for (47) and (50) with 𝑋(0)=1, 𝑎=0.2, 𝑐=0.1, 𝜀=0.045, and different 𝐻.

(a) H = 0.55

(b) H = 0.65

(c) H = 0.75

(d) H = 0.85