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math.PR2023
Almost Sure Averaging for Fast-slow Stochastic Differential Equations via Controlled Rough Path
Bin Pei, Robert Hesse, Bjoern Schmalfuss +1
This paper establishes the averaging method to a coupled system consisting of two stochastic differential equations which has a slow component driven by fractional Brownian motion…
math.PR2023★ 1 cited
Almost Sure Averaging for Evolution Equations driven by fractional Brownian motions
Bin Pei, Bjoern Schmalfuss, Yong Xu
We apply the averaging method to a coupled system consisting of two evolution equations which has a slow component driven by fractional Brownian motion (FBM) with the Hurst paramet…
math.PR2023
Averaging principle for McKean-Vlasov SDEs driven by multiplicative fractional noise with highly oscillatory drift coefficient
Bin Pei, Lifang Feng, Min Han
In this paper, we study averaging principle for a class of McKean-Vlasov stochastic differential equations (SDEs) that contain multiplicative fractional noise with Hurst parameter…