Averaging Principle for Caputo Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion with Delays

被引:5
|
作者
Duan, Pengju [1 ]
Li, Hao [1 ]
Li, Jie [1 ]
Zhang, Pei [1 ]
机构
[1] Suzhou Univ, Sch Math & Stat, Suzhou 234000, Anhui, Peoples R China
关键词
EVOLUTION-EQUATIONS;
D O I
10.1155/2021/6646843
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In this article, we investigate a class of Caputo fractional stochastic differential equations driven by fractional Brownian motion with delays. Under some novel assumptions, the averaging principle of the system is obtained. Finally, we give an example to show that the solution of Caputo fractional stochastic differential equations driven by fractional Brownian motion with delays converges to the corresponding averaged stochastic differential equation.
引用
收藏
页数:8
相关论文
共 50 条
  • [1] An Averaging Principle for Stochastic Differential Delay Equations with Fractional Brownian Motion
    Xu, Yong
    Pei, Bin
    Li, Yongge
    [J]. ABSTRACT AND APPLIED ANALYSIS, 2014,
  • [2] Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
    Shen, Guangjun
    Xiang, Jie
    Wu, Jiang-Lun
    [J]. JOURNAL OF DIFFERENTIAL EQUATIONS, 2022, 321 : 381 - 414
  • [3] Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
    Pei, Bin
    Xu, Yong
    Wu, Jiang-Lun
    [J]. APPLIED MATHEMATICS LETTERS, 2020, 100
  • [4] Caputo fractional backward stochastic differential equations driven by fractional Brownian motion with delayed generator
    Yunze Shao
    Junjie Du
    Xiaofei Li
    Yuru Tan
    Jia Song
    [J]. Boundary Value Problems, 2024
  • [5] Caputo fractional backward stochastic differential equations driven by fractional Brownian motion with delayed generator
    Shao, Yunze
    Du, Junjie
    Li, Xiaofei
    Tan, Yuru
    Song, Jia
    [J]. BOUNDARY VALUE PROBLEMS, 2024, 2024 (01)
  • [6] Averaging principle for a type of Caputo fractional stochastic differential equations
    Guo, Zhongkai
    Hu, Junhao
    Yuan, Chenggui
    [J]. CHAOS, 2021, 31 (05)
  • [7] A new result on averaging principle for Caputo-type fractional delay stochastic differential equations with Brownian motion
    Zou, Jing
    Luo, Danfeng
    [J]. APPLICABLE ANALYSIS, 2024, 103 (08) : 1397 - 1417
  • [8] The averaging principle for stochastic differential equations with Caputo fractional derivative
    Xu, Wenjing
    Xu, Wei
    Zhang, Shuo
    [J]. APPLIED MATHEMATICS LETTERS, 2019, 93 : 79 - 84
  • [9] Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion
    Xu, Yong
    Pei, Bin
    Wu, Jiang-Lun
    [J]. STOCHASTICS AND DYNAMICS, 2017, 17 (02)
  • [10] FRACTIONAL STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY G-BROWNIAN MOTION WITH DELAYS
    Saci, Akram
    Redjil, Amel
    Boutabia, Hacene
    Kebiri, Omar
    [J]. PROBABILITY AND MATHEMATICAL STATISTICS-POLAND, 2023, 43 (01): : 1 - 21