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

An Averaging Principle for Caputo Fractional Stochastic Differential Equations with Compensated Poisson Random Measure
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Year:    2022

Author:    Zhongkai Guo, Hongbo Fu, Wenya Wang

Journal of Partial Differential Equations, Vol. 35 (2022), Iss. 1 : pp. 1–10

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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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

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

Journal of Partial Differential Equations, Vol. 35 (2022), Iss. 1 : pp. 1–10

Published online:    2022-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    10

Keywords:    Stochastic fractional differential equations averaging principle compensated Poisson random measure.

Author Details

Zhongkai Guo

Hongbo Fu

Wenya Wang

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