Xin-Bai Ding

Averaging Principle for Fractional Stochastic Differential Equations Driven by Fractional Brownian Rough Paths

This paper investigates the averaging behavior of a class of slow–fast fractional stochastic differential equations that incorporate two distinct types of memory effects. The slow variable is governed by a Caputo fractional derivative of order α∈(0,1), and is driven by fractional Brownian motion with a Hurst index H∈(1...