An Averaging Principle for Stochastic Differential Delay Equations Driven by Time-Changed Levy Noise

被引：9

作者：

Shen, Guangjun ^{[1
]}

Xu, Wentao ^{[1
]}

Wu, Jiang-Lun ^{[2
]}

机构：

[1] Anhui Normal Univ, Dept Math, Wuhu 241000, Peoples R China

[2] Computat Foundry Swansea Univ, Dept Math, Swansea SA1 8EN, W Glam, Wales

来源：

ACTA MATHEMATICA SCIENTIA | 2022年 / 42卷 / 02期

基金：

中国国家自然科学基金;

关键词：

Averaging principle; stochastic differential equation; time-changed Levy noise; variable delays; STABILITY;

D O I：

10.1007/s10473-022-0208-7

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper, we aim to derive an averaging principle for stochastic differential equations driven by time-changed Levy noise with variable delays. Under certain assumptions, we show that the solutions of stochastic differential equations with time-changed Levy noise can be approximated by solutions of the associated averaged stochastic differential equations in mean square convergence and in convergence in probability, respectively. The convergence order is also estimated in terms of noise intensity. Finally, an example with numerical simulation is given to illustrate the theoretical result.

引用

页码：540 / 550

页数：11

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