The existence and averaging principle for Caputo fractional stochastic delay differential systems

被引：8

作者：

Li, Mengmeng ^{[1
]}

Wang, Jinrong ^{[1
,2
,3
]}

机构：

[1] Guizhou Univ, Dept Math, Guiyang 550025, Guizhou, Peoples R China

[2] Guizhou Univ, Supercomp Algorithm & Applicat Lab, Guiyang 550025, Guizhou, Peoples R China

[3] Guian Sci Innovat Co, Guiyang 550025, Guizhou, Peoples R China

来源：

FRACTIONAL CALCULUS AND APPLIED ANALYSIS | 2023年 / 26卷 / 02期

基金：

中国国家自然科学基金;

关键词：

Stochastic fractional delay differential systems; Delayed Mittag-Leffler type matrix function; Existence and uniqueness; Averaging principle;

D O I：

10.1007/s13540-023-00146-3

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we first establish the existence and uniqueness theorem for solutions of Caputo type fractional stochastic delay differential systems by using delayed perturbation of Mittag-Leffler function. Secondly, we obtain an averaging principle for the solution of the considered system under some suitable assumptions. Finally, two simulation examples are given to verify the theoretical results.

引用

页码：893 / 912

页数：20

共 50 条

[21] Existence, uniqueness, and averaging principle for Hadamard Ito-Doob stochastic delay fractional integral equations [J].

Ben Makhlouf, Abdellatif ;

Mchiri, Lassaad ;

Mtiri, Foued .

MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2023, 46 (14) :14814-14827

[22] Averaging principle for fractional stochastic differential equations with LP convergence [J].

Wang, Zhaoyang ;

Lin, Ping .

APPLIED MATHEMATICS LETTERS, 2022, 130

[23] Hyers-Ulam Stability of Caputo Fractional Stochastic Delay Differential Systems with Poisson Jumps [J].

Bai, Zhenyu ;

Bai, Chuanzhi .

MATHEMATICS, 2024, 12 (06)

[24] STOCHASTIC AVERAGING PRINCIPLE FOR DYNAMICAL SYSTEMS WITH FRACTIONAL BROWNIAN MOTION [J].

Xu, Yong ;

Guo, Rong ;

Liu, Di ;

Zhang, Huiqing ;

Duan, Jinqiao .

DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2014, 19 (04) :1197-1212

[25] An Averaging Principle For Stochastic Differential Equations Of Fractional Order 0 < α < 1 [J].

Wenjing Xu ;

Wei Xu ;

Kai Lu .

Fractional Calculus and Applied Analysis, 2020, 23 :908-919

[26] Averaging principle for Hifer-Katugampola fractional stochastic differential equations [J].

Huo, Jinjian ;

Yang, Min .

MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2024, 47 (18) :14037-14053

[27] An averaging principle for stochastic fractional differential equations with time-delays [J].

Luo, Danfeng ;

Zhu, Quanxin ;

Luo, Zhiguo .

APPLIED MATHEMATICS LETTERS, 2020, 105 (105)

[28] An Averaging Principle for Stochastic Fractional Differential Equations Driven by fBm Involving Impulses [J].

Liu, Jiankang ;

Wei, Wei ;

Xu, Wei .

FRACTAL AND FRACTIONAL, 2022, 6 (05)

[29] Averaging Principle for a Class of Time-Fractal-Fractional Stochastic Differential Equations [J].

Xia, Xiaoyu ;

Chen, Yinmeng ;

Yan, Litan .

FRACTAL AND FRACTIONAL, 2022, 6 (10)

[30] Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: Averaging principle [J].

Han, Min ;

Xu, Yong ;

Pei, Bin ;

Wu, Jiang-Lun .

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2022, 510 (02)

← 1 2 3 4 5 →