An Averaging Principle for Caputo Fractional Stochastic Differential Equations with Compensated Poisson Random Measure

Authors

Zhongkai Guo School of Mathematics and Statistics, South-Central University for Nationalities, Wuhan 430074, China
Hongbo Fu Research Center of Nonlinear Science, College of Mathematics and Computer Science, Wuhan Textile University, Wuhan 430074, China
Wenya Wang School of Artificial Intelligence, Jianghan University, Wuhan 430056, China

DOI:

https://doi.org/10.4208/jpde.v35.n1.1

Keywords:

Stochastic fractional differential equations, averaging principle, compensated Poisson random measure.

Abstract

This article deals with an averaging principle for Caputo fractional stochastic differential equations with compensated Poisson random measure. The main contribution of this article is to impose some new averaging conditions to deal with the averaging principle for Caputo fractional stochastic differential equations. Under these conditions, the solution to a Caputo fractional stochastic differential system can be approximated by that of a corresponding averaging equation in the sense of mean square.

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Published

2021-11-08

Issue

Vol. 35 No. 1 (2022)

Section

Articles

License

This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.