Averaging principle for non-Lipschitz fractional stochastic evolution equations with random delays modulated by two-time-scale Markov switching processes

被引:0
|
作者
Wen, Jiaping [1 ]
He, Ping [1 ]
机构
[1] Shanghai Univ Finance & Econ, Coll Math, Shanghai, Peoples R China
基金
中国国家自然科学基金;
关键词
averaging principle; existence and uniqueness; fractional stochastic evolution equations; non-Lipschitz coefficients; random delay; two-time-scale Markov chain; DIFFERENTIAL-EQUATIONS; EXISTENCE; STABILITY; SDES;
D O I
10.1002/mma.8791
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In the paper, we consider the averaging principle for a class of fractional stochastic evolution equations with random delays modulated by a two-time-scale continuous-time Markov chain under the non-Lipschitz coefficients, which extends the existing results: from Lipschitz to non-Lipschitz case, from classical to fractional equations, from constant to random delays. Using alpha$$ \alpha $$-order fractional resolvent operator theory and stopping time technique, a general theorem on the existence and uniqueness of mild solutions is obtained first; further, strong averaging principle for fractional stochastic delay evolution equation is investigated, which simplifies the original system.
引用
收藏
页码:4628 / 4643
页数:16
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