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Volume 35, Issue 1
An Averaging Principle for Caputo Fractional Stochastic Differential Equations with Compensated Poisson Random Measure

Zhongkai Guo, Hongbo Fu & Wenya Wang

DOI: 10.4208/jpde.v35.n1.1

J. Part. Diff. Eq., 35 (2022), pp. 1-10.

Published online: 2021-10

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  • Abstract

This article deals with an averaging principle for Caputo fractional stochastic differential equations with compensated Poisson random measure. The main contribution of this article is to impose some new averaging conditions to deal with the averaging principle for Caputo fractional stochastic differential equations. Under these conditions, the solution to a Caputo fractional stochastic differential system can be approximated by that of a corresponding averaging equation in the sense of mean square.

  • Keywords

Stochastic fractional differential equations, averaging principle, compensated Poisson random measure.

  • AMS Subject Headings

34C29, 39A50

  • Copyright

COPYRIGHT: © Global Science Press

  • Email address

zkguo@scuec.edu.cn (Zhongkai Guo)

hbfu@wtu.edu.cn (Hongbo Fu)

Wenyawang2014@qq.com (Wenya Wang)

  • BibTex
  • RIS
  • TXT
@Article{JPDE-35-1, author = {Guo , ZhongkaiFu , Hongbo and Wang , Wenya}, title = {An Averaging Principle for Caputo Fractional Stochastic Differential Equations with Compensated Poisson Random Measure}, journal = {Journal of Partial Differential Equations}, year = {2021}, volume = {35}, number = {1}, pages = {1--10}, abstract = {

This article deals with an averaging principle for Caputo fractional stochastic differential equations with compensated Poisson random measure. The main contribution of this article is to impose some new averaging conditions to deal with the averaging principle for Caputo fractional stochastic differential equations. Under these conditions, the solution to a Caputo fractional stochastic differential system can be approximated by that of a corresponding averaging equation in the sense of mean square.

}, issn = {2079-732X}, doi = {https://doi.org/10.4208/jpde.v35.n1.1}, url = {http://global-sci.org/intro/article_detail/jpde/19904.html} }
TY - JOUR T1 - An Averaging Principle for Caputo Fractional Stochastic Differential Equations with Compensated Poisson Random Measure AU - Guo , Zhongkai AU - Fu , Hongbo AU - Wang , Wenya JO - Journal of Partial Differential Equations VL - 1 SP - 1 EP - 10 PY - 2021 DA - 2021/10 SN - 35 DO - http://doi.org/10.4208/jpde.v35.n1.1 UR - https://global-sci.org/intro/article_detail/jpde/19904.html KW - Stochastic fractional differential equations, averaging principle, compensated Poisson random measure. AB -

This article deals with an averaging principle for Caputo fractional stochastic differential equations with compensated Poisson random measure. The main contribution of this article is to impose some new averaging conditions to deal with the averaging principle for Caputo fractional stochastic differential equations. Under these conditions, the solution to a Caputo fractional stochastic differential system can be approximated by that of a corresponding averaging equation in the sense of mean square.

Zhongkai Guo, Hongbo Fu & Wenya Wang. (2021). An Averaging Principle for Caputo Fractional Stochastic Differential Equations with Compensated Poisson Random Measure. Journal of Partial Differential Equations. 35 (1). 1-10. doi:10.4208/jpde.v35.n1.1
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