On the Averaging Principle of Caputo Type Neutral Fractional Stochastic Differential Equations

• Jing Zou ^[1] ; Danfeng Luo ^[1]
  1. [1] Guizhou University
• Localización: Qualitative theory of dynamical systems, ISSN 1575-5460, Vol. 23, Nº 2, 2024
• Idioma: inglés
• Enlaces
  • Texto completo
• Resumen

  • In this manuscript, we study the averaging principle for a class of neutral fractional stochastic differential equations. Firstly, the existence and uniqueness of solution are discussed by applying the principle of contraction mapping. Secondly, the averaging principle in the sense of L p is studied by using the Jensen’s inequality, Hölder inequality, Burkholder–Davis–Gundy inequality, Grönwall–Bellman inequality and interval translation technique. In addition, we give an example and numerical simulations to analyze the theoretical results.

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