Article ID Journal Published Year Pages File Type
808296 Theoretical and Applied Mechanics Letters 2014 10990 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Engineering Mechanical Engineering