摘要
A limit theorem which can simplify slow–fast dynamical systems driven by fractional Brownian motion with the Hurst parameter H inside the(1/2, 1) interval has been proved. The slow variables of the original system can be approximated by the solution of the simplified equations in the sense of mean square. An example is presented to illustrate the applications of the limit theorem.
A limit theorem which can simplify slow–fast dynamical systems driven by fractional Brownian motion with the Hurst parameter H inside the(1/2, 1) interval has been proved. The slow variables of the original system can be approximated by the solution of the simplified equations in the sense of mean square. An example is presented to illustrate the applications of the limit theorem.
基金
supported by the National Nature Science Foundation of China (11372247 and 11102157)
Program for NCET, the Shaanxi Project for Young New Star in Science and Technology
NPU Foundation for Fundamental Research and SRF for ROCS, SEM