Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
808296 | Theoretical and Applied Mechanics Letters | 2014 | 10990 Pages |
Abstract
A limit theorem which can simplify slow—fast dynamical systems driven by fractional Brownian motion with the Hurst parameter H inside the (1/2, 1) interval has been proved. The slow variables of the original system can be approximated by the solution of the simplified equations in the sense of mean square. An example is presented to illustrate the applications of the limit theorem.
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