An averaging principle for McKean-Vlasov-type Caputo fractional stochastic differential equations (Q2240203)
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English | An averaging principle for McKean-Vlasov-type Caputo fractional stochastic differential equations |
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An averaging principle for McKean-Vlasov-type Caputo fractional stochastic differential equations (English)
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8 November 2021
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Summary: In this paper, we want to establish an averaging principle for Mckean-Vlasov-type Caputo fractional stochastic differential equations with Brownian motion. Compared with the classic averaging condition for stochastic differential equation, we propose a new averaging condition and obtain the averaging convergence results for Mckean-Vlasov-type Caputo fractional stochastic differential equations.
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