A limit theorem for the solutions of slow–fast systems with fractional Brownian motion

摘要

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.