Boufoussi, Brahim; Tudor, Ciprian A. Kramers-Smoluchowski approximation for stochastic evolution equations with FBM. (English) Zbl 1086.60040 Rev. Roum. Math. Pures Appl. 50, No. 2, 125-136 (2005). Summary: Let \(\{B^H_t,t\in[0,\tau]\}\) be a fractional Brownian motion with Hurst parameter \(H\in(0,1)\). We give a Kramers-Smoluchowski approximation for the solution of the equation \(X_t=x+B^H_t+\int^t_0 b(X_s)\,ds\). The case \(H=1/2\) is the classical situation, which may describe the motion of particles in a fluid. Cited in 5 Documents MSC: 60H20 Stochastic integral equations 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis) Keywords:fractional Brownian motion; stochastic differential equations PDFBibTeX XMLCite \textit{B. Boufoussi} and \textit{C. A. Tudor}, Rev. Roum. Math. Pures Appl. 50, No. 2, 125--136 (2005; Zbl 1086.60040)