  Stochastic averaging for a class of stochastic differential equations (SDEs)
with fractional Brownian motion, of the Hurst parameter H in the interval (1/2,
1), is investigated. An averaged SDE for the original SDE is proposed, and
their solutions are quantitatively compared. It is shown that the solution of
the averaged SDE converges to that of the original SDE in the sense of mean
square and also in probability. It is further demonstrated that a similar
averaging principle holds for SDEs under stochastic integral of pathwise
backward and forward types. Two examples are presented and numerical
simulations are carried out to illustrate the averaging principle.
