The Averaging Principle for Caputo Type Fractional Stochastic Differential Equations with Lévy Noise

被引：2
作者：
Ren, Lulu [1 ]
Xiao, Guanli [2 ]
机构：
[1] Wuhan Text Univ, Sch Math & Phys Sci, Wuhan 430200, Peoples R China
[2] Guizhou Univ, Dept Math, Guiyang 550025, Peoples R China
来源：
FRACTAL AND FRACTIONAL | 2024年 / 8卷 / 10期
基金：
中国国家自然科学基金;
关键词：
averaging principle; Caputo fractional derivative; stochastic differential equations; L & eacute; vy noise; pth moment;
D O I：
10.3390/fractalfract8100595
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
In this paper, the averaging principle for Caputo type fractional stochastic differential equations with L & eacute;vy noise is investigated with consideration of a new method for dealing with singular integrals. Firstly, the estimate on higher moments for the solution is given. Secondly, under some suitable assumptions, we prove the averaging principle for Caputo type fractional stochastic differential equations with L & eacute;vy noise by using the H & ouml;lder inequality. Finally, a simulation example is given to verify the theoretical results.
引用
收藏
页数：12
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