Analytical Solutions for Multi-Time Scale Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion and Their Applications

Article English OPEN
Xiao-Li Ding; Juan J. Nieto;
(2018)
  • Publisher: MDPI AG
  • Journal: Entropy (issn: 1099-4300)
  • Publisher copyright policies & self-archiving
  • Related identifiers: doi: 10.3390/e20010063
  • Subject: multi-time scale fractional stochastic differential equations | fractional Brownian motion | fractional stochastic partial differential equation | analytical solution | Science | Q | Astrophysics | QB460-466 | Physics | QC1-999

In this paper, we investigate analytical solutions of multi-time scale fractional stochastic differential equations driven by fractional Brownian motions. We firstly decompose homogeneous multi-time scale fractional stochastic differential equations driven by fractional... View more
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