The averaging principle for BSDEs and one-barrier RBSDEs, with Lipschitz coefficients, is investigated. An averaged BSDEs for the original BSDEs is proposed, as well as the one-barrier RBSDEs, and their solutions are quantitatively compared. Under some appropriate assumptions, the solutions to original systems can be approximated by the solutions to averaged stochastic systems in the sense of mean square.
The purpose of this paper is to establish an averaging principle for stochastic fractional partial differential equation of order α > 1 driven by a fractional noise. We prove the existence and uniqueness of the global mild solution for the considered equation by the fixed point principle. The solutions for SPDEs with fractional noises can be approximated by the solution for the averaged stochastic systems in the sense of p-moment under some suitable assumptions.
In this paper, we consider the existence and uniqueness of the mild solution for a class of coupled fractional stochastic evolution equations driven by the fractional Brownian motion with the Hurst parameter H∈1/4,1/2. Our approach is based on Perov’s fixed-point theorem. Furthermore, we establish the transportation inequalities, with respect to the uniform distance, for the law of the mild solution.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.