Limit behavior of the solution of Caputo-Hadamard fractional stochastic differential equations

被引：22
|
作者：
Liu, Jiankang [1 ]
Wei, Wei [2 ]
Wang, Jinbin [1 ]
Xu, Wei [2 ]
机构：
[1] Taiyuan Univ Sci & Technol, Sch Appl Sci, Taiyuan 030024, Peoples R China
[2] Northwestern Polytech Univ, Dept Appl Math, Xian 710129, Peoples R China
来源：
APPLIED MATHEMATICS LETTERS | 2023年 / 140卷
基金：
中国国家自然科学基金;
关键词：
Limit behavior; Averaging principle; Fractional stochastic differential; equations; Caputo-Hadamard derivative; Convergence rate;
D O I：
10.1016/j.aml.2023.108586
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this letter, an averaging principle for Caputo-Hadamard fractional stochastic differential equations is established. It is showed the solution of the Caputo-Hadamard fractional stochastic differential equation converges to the solution of the averaged equation when the time scale parameter tends to zero. Compared to existing literatures, different estimates techniques are used to overcome the difficul-ties caused by the logarithmic term. It means that Khasminskii classical approach is extended to fractional stochastic differential equations of Caputo-Hadamard type.(c) 2023 Elsevier Ltd. All rights reserved.
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页数：6
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