Averaging principles for SPDEs driven by fractional Brownian motions with 
random delays modulated by two-time-scale Markov switching processes

Pei, B.; Xu, Y.; Yin, G.

doi:10.1142/S0219493718500235

Item

ITEM ACTIONSEXPORT

Add to Basket

Local TagsRelease HistoryDetailsSummary

Released

Journal Article

Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes

Authors

Pei, B.
Potsdam Institute for Climate Impact Research and Cooperation Partners;

Xu, Y.
Potsdam Institute for Climate Impact Research and Cooperation Partners;

Yin, G.
Potsdam Institute for Climate Impact Research and Cooperation Partners;

External Ressource

No external resources are shared

Fulltext (public)

There are no public fulltexts stored in PIKpublic

Supplementary Material (public)

There is no public supplementary material available

Citation

Pei, B., Xu, Y., Yin, G. (2018): Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes. - Stochastics and Dynamics, 18, Art. 1850023.
https://doi.org/10.1142/S0219493718500235

Cite as: https://publications.pik-potsdam.de/pubman/item/item_23044

Abstract

There is no abstract available