Averaging principle for fractional stochastic differential equations driven by Rosenblatt process and Poisson jumps

被引:0
|
作者
Jalisraj, A. [1 ]
Udhayakumar, R. [1 ]
机构
[1] Vellore Inst Technol, Sch Adv Sci, Dept Math, Vellore 632014, Tamil Nadu, India
关键词
Riemann-Liouville fractional derivative; stochastic delay differential equation; averaging principle; Poisson jumps; Rosenblatt process;
D O I
10.1080/23307706.2025.2452431
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This manuscript addresses the averaging principle for Riemann-Liouville fractional stochastic differential equations with delays, driven by both the Rosenblatt process and Poisson jumps. Assumptions are made based on the Lipschitz condition, growth condition and averaging condition. Using Cauchy's, Doob's martingale and Gronwall-Bellman inequalities, the solution to the averaged autonomous system is derived, which approximates the solution to the proposed nonautonomous system in the mean square sense. Numerical simulation is provided to understand the obtained results.
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页数:9
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