Pathwise unique solutions and stochastic averaging for mixed stochastic partial differential equations driven by fractional Brownian motion and Brownian motion

no code implementations • 11 Apr 2020 • Bin Pei, Yuzuru Inahama, Yong Xu

This paper is devoted to a system of stochastic partial differential equations (SPDEs) that have a slow component driven by fractional Brownian motion (fBm) with the Hurst parameter $H >1/2$ and a fast component driven by fast-varying diffusion.

Probability Dynamical Systems 60G22, 60H05, 60H15, 34C29