Averaging principle for Hifer-Katugampola fractional stochastic differential equations

被引:1
作者
Huo, Jinjian [1 ]
Yang, Min [1 ,2 ]
机构
[1] Taiyuan Univ Technol, Dept Math, Taiyuan, Peoples R China
[2] Taiyuan Univ Technol, Sch Math, Taiyuan 030024, Shanxi, Peoples R China
基金
中国国家自然科学基金;
关键词
averaging principle; Hifer-Katugampola fractional derivative; stochastic differential equations; EXISTENCE; STABILITY;
D O I
10.1002/mma.10254
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we mainly study the averaging principle for a class of Hifer-Katugampola fractional stochastic differential equations driven by standard Brownian motion. Firstly, we establish the existence and uniqueness of mild solution for the considered system using Banach contraction principle. Then, under suitable assumptions, we demonstrate that the solution to the original differential equations converges to that of the averaged differential equations in the sense of mean square and probability as the time scale goes to zero. Finally, an illustrative example is provided to verify our theoretical results.
引用
收藏
页码:14037 / 14053
页数:17
相关论文
共 29 条
[1]   The averaging principle of Hilfer fractional stochastic delay differential equations with Poisson jumps [J].
Ahmed, Hamdy M. ;
Zhu, Quanxin .
APPLIED MATHEMATICS LETTERS, 2021, 112 (112)
[2]   Stability analysis for boundary value problems with generalized nonlocal condition via Hilfer-Katugampola fractional derivative [J].
Ahmed, Idris ;
Kumam, Poom ;
Jarad, Fahd ;
Borisut, Piyachat ;
Sitthithakerngkiet, Kanokwan ;
Ibrahim, Alhassan .
ADVANCES IN DIFFERENCE EQUATIONS, 2020, 2020 (01)
[3]   A novel modeling of boundary value problems on the glucose graph [J].
Baleanu, Dumitru ;
Etemad, Sina ;
Mohammadi, Hakimeh ;
Rezapour, Shahram .
COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION, 2021, 100 (100)
[4]   On modelling of epidemic childhood diseases with the Caputo-Fabrizio derivative by using the Laplace Adomian decomposition method [J].
Baleanu, Dumitru ;
Aydogn, Seher Melike ;
Mohammadi, Hakimeh ;
Rezapour, Shahram .
ALEXANDRIA ENGINEERING JOURNAL, 2020, 59 (05) :3029-3039
[5]   A new study on the mathematical modelling of human liver with Caputo-Fabrizio fractional derivative [J].
Baleanu, Dumitru ;
Jajarmi, Amin ;
Mohammadi, Hakimeh ;
Rezapour, Shahram .
CHAOS SOLITONS & FRACTALS, 2020, 134
[6]  
Bhairat SP., 2023, Partial Differ. Equ. Appl. Math, V7, DOI [10.1016/j.padiff.2023.100495, DOI 10.1016/J.PADIFF.2023.100495]
[7]   The fractional space-time radial diffusion equation in terms of the Fox's H-function [J].
Costa, F. S. ;
Oliveira, D. S. ;
Rodrigues, F. G. ;
de Oliveira, E. C. .
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 515 :403-418
[8]   Backward stochastic differential equations in finance [J].
El Karoui, N ;
Peng, S ;
Quenez, MC .
MATHEMATICAL FINANCE, 1997, 7 (01) :1-71
[9]   On the Existence and Stability of Boundary Value Problem for Differential Equation with Hilfer-Katugampola Fractional Derivative [J].
Elsayed, E. M. ;
Harikrishnan, S. ;
Kanagarajan, K. .
ACTA MATHEMATICA SCIENTIA, 2019, 39 (06) :1568-1578
[10]   On Laplace transforms with respect to functions and their applications to fractional differential equations [J].
Fahad, Hafiz Muhammad ;
Rehman, Mujeeb Ur ;
Fernandez, Arran .
MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2023, 46 (07) :8304-8323