An averaging principle for stochastic fractional differential equations with time-delays

DOI10.1016/J.AML.2020.106290zbMATH Open1436.34072OpenAlexW3007946411MaRDI QIDQ1985381FDOQ1985381

Danfeng Luo, Zhiguo Luo, Quanxin Zhu

Publication date: 7 April 2020

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2020.106290

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zbMATH Keywords

stochastic differential equationfractional derivativetime-delayaveraging principle

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Functional-differential equations with fractional derivatives (34K37) Averaging for functional-differential equations (34K33)

Cites Work

• The averaging method for a class of stochastic differential equations
• Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
• The averaging principle for stochastic differential equations with Caputo fractional derivative
• Approximation properties for solutions to Itô–Doob stochastic fractional differential equations with non-Lipschitz coefficients

Cited In (37)

• An averaging principle for the time-dependent abstract stochastic evolution equations with infinite delay and Wiener process
• Averaging principle for fractional stochastic differential equations with \(L^p\) convergence
• Relatively exact controllability of fractional stochastic neutral system with two incommensurate constant delays
• Averaging principle for neutral stochastic functional differential equations with impulses and non-Lipschitz coefficients
• An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise
• The existence and averaging principle for Caputo fractional stochastic delay differential systems
• An averaging principle for McKean-Vlasov-type Caputo fractional stochastic differential equations
• Averaging principle for a type of Caputo fractional stochastic differential equations
• The existence and averaging principle for stochastic fractional differential equations with impulses
• Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
• Stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise
• Neutral delay Hilfer fractional integrodifferential equations with fractional Brownian motion
• On the averaging principle for SDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients
• Asymptotic stability of a periodic GA-predation system with infinite distributed lags on time scales
• Stochastic averaging principle for McKean-Vlasov SDEs driven by Lévy noise
• A new result on averaging principle for Caputo-type fractional delay stochastic differential equations with Brownian motion
• An averaging result for impulsive fractional neutral stochastic differential equations
• Simplification of weakly nonlinear systems and analysis of cardiac activity using them
• Relatively exact controllability for higher-order fractional stochastic delay differential equations
• On the averaging principle for stochastic delay differential equations with jumps
• Impulsive conformable fractional stochastic differential equations with Poisson jumps
• Limit behavior of the solution of Caputo-Hadamard fractional stochastic differential equations
• On the averaging principle of Caputo type neutral fractional stochastic differential equations
• An averaging principle for stochastic differential delay equations driven by time-changed Lévy noise
• A general framework for the numerical analysis of high-order finite difference solvers for nonlinear multi-term time-space fractional partial differential equations with time delay
• Averaging principle for stochastic differential equations with monotone condition
• Stochastic averaging principle for distribution dependent stochastic differential equations
• A novel result on averaging principle of stochastic Hilfer-type fractional system involving non-Lipschitz coefficients
• The averaging principle of Hilfer fractional stochastic delay differential equations with Poisson jumps
• The averaging principle of Atangana-Baleanu fractional stochastic integro-differential systems with delay
• Some new results on Itô-Doob Hadamard fractional stochastic pantograph equations in \(L^p\) spaces
• Averaging principle and stability of hybrid stochastic fractional differential equations driven by Lévy noise
• Continuity and approximation properties of solutions to fractional neutral stochastic functional differential equations with non-Lipschitz coefficients
• Existence and finite-time stability results for impulsive Caputo-type fractional stochastic differential equations with time delays
• On the averaging principle for stochastic differential equations involving Caputo fractional derivative
• Averaging principle for stochastic differential equations under a weak condition
• Some results on finite-time stability of stochastic fractional-order delay differential equations

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