An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Levy noise

被引：9

作者：

Shen, Guangjun ^{[1
]}

Wu, Jiang-Lun ^{[2
]}

Xiao, Ruidong ^{[1
]}

Yin, Xiuwei ^{[1
]}

机构：

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

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

来源：

STOCHASTICS AND DYNAMICS | 2022年 / 22卷 / 04期

基金：

中国国家自然科学基金;

关键词：

Averaging principle; Levy noise; fractional derivative; variable delays; ASYMPTOTIC STABILITY; SYSTEMS;

D O I：

10.1142/S0219493722500095

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we establish an averaging principle for neutral stochastic fractional differential equations with non-Lipschitz coefficients and with variable delays, driven by Levy noise. Our result shows that the solutions of the equations concerned can be approximated by the solutions of averaged neutral stochastic fractional differential equations in the sense of convergence in mean square. As an application, we present an example with numerical simulations to explore the established averaging principle.

引用

页数：20

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