THE AVERAGING PRINCIPLE FOR HILFER FRACTIONAL STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY TIME-CHANGED LÉVY NOISE

被引：0
|
作者：
Sheng W. [1 ]
Gu H. [1 ]
Sun H. [1 ]
机构：
[1] School of Mathematics Science, Xinjiang Normal University, Urumqi
来源：
Journal of Nonlinear Functional Analysis | 2022年 / 2022卷
基金：
中国国家自然科学基金;
关键词：
Averaging principle; Hilfer fractional stochastic differential equations; Time-changed Lévy noise; Variable delays;
D O I：
10.23952/JNFA.2022.38
中图分类号：
学科分类号：
摘要：
We consider an averaging principle for Hilfer fractional stochastic differential equations driven by time-changed Lévy noise with variable delays. Under certain assumptions, we prove that the solutions of fractional stochastic differential delay equations with time-changed Lévy noise can be approximated by solutions of the associated averaged stochastic differential equations in mean square convergence and probability, respectively. Finally, an example is given to illustrate the theoretical result. © 2022 Journal of Nonlinear Functional Analysis.
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