IMPULSIVE CONFORMABLE FRACTIONAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH POISSON JUMPS

被引：4

作者：

Ahmed, Hamdy M. ^{[1
]}

机构：

[1] El Shorouk Acad, Higher Inst Engn, Cairo, Egypt

来源：

EVOLUTION EQUATIONS AND CONTROL THEORY | 2022年 / 11卷 / 06期

关键词：

impulsive stochastic differential equations; periodic averaging method; Conformable fractional derivative;

D O I：

10.3934/eect.2022012

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this article, periodic averaging method for impulsive conformable fractional stochastic differential equations with Poisson jumps are discussed. By using stochastic analysis, fractional calculus, Doob's martingale inequality and Cauchy-Schwarz inequality, we show that the solution of the conformable fractional impulsive stochastic differential equations with Poisson jumps con-verges to the corresponding averaged conformable fractional stochastic differ-ential equations with Poisson jumps and without impulses.

引用

收藏

页码：2073 / 2080

页数：8

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