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Slow-fast systems with fractional environment and dynamics
We prove an averaging principle for interacting slow-fast systems driven by independent fractional Brownian motions. The mode of convergence is in H\"older norm in probability. We also establish geometric ergodicity for a class of fractional-driven stochastic differential equations, partially improving a recent result of Panloup and Richard.
期刊介绍：
The Annals of Applied Probability aims to publish research of the highest quality reflecting the varied facets of contemporary Applied Probability. Primary emphasis is placed on importance and originality.
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