共 31 条
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
相关论文