THE AVERAGING PRINCIPLE FOR HILFER FRACTIONAL STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY TIME-CHANGED LEVY NOISE

被引：0

作者：

Sheng, Wenjie ^{[1
]}

Gu, Haibo ^{[1
]}

Sun, Huixian ^{[1
]}

机构：

[1] Xinjiang Normal Univ, Sch Math Sci, Urumqi 830017, Peoples R China

来源：

JOURNAL OF NONLINEAR FUNCTIONAL ANALYSIS | 2022年 / 2022卷

基金：

中国国家自然科学基金;

关键词：

Averaging principle; Hilfer fractional stochastic differential equations; Time-changed Levy noise; Variable delays; STABILITY;

D O I：

10.23952/jnfa.2022.38

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We consider an averaging principle for Hilfer fractional stochastic differential equations driven by timechanged Levy noise with variable delays. Under certain assumptions, we prove that the solutions of fractional stochastic differential delay equations with time-changed Levy noise can be approximated by solutions of the associated averaged stochastic differential equations in mean square convergence and probability, respectively. Finally, an example is given to illustrate the theoretical result.

引用

页数：15

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