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

DOI10.1016/J.AML.2020.106290MaRDI QIDQ1985381zbMATH OpenOpenAlexFDO

Authors Danfeng Luo, Quanxin Zhu, Zhiguo Luo

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

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)

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Cites work

• scientific article; zbMATH DE number 3366247 (Why is no real title available?)
• An introduction to the theory of functional equations and inequalities. Cauchy's equation and Jensen's inequality. Edited by Attila Gilányi
• Approximation properties for solutions to Itô-Doob stochastic fractional differential equations with non-Lipschitz coefficients
• Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise
• Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
• The averaging method for a class of stochastic differential equations
• The averaging principle for stochastic differential equations with Caputo fractional derivative

Cited in

(49)

• 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
• Optimal index and averaging principle for Itô-Doob stochastic fractional differential equations
• Relatively exact controllability of fractional stochastic neutral system with two incommensurate constant delays
• Stochastic averaging of non-linear implicit Caputo's fractional differential equation with multiplicative fractional Brownian motion
• Non-confluence of fractional stochastic differential equations driven by Lévy process
• Averaging principle for neutral stochastic functional differential equations with impulses and non-Lipschitz coefficients
• Finite time stability analysis for fractional stochastic neutral delay differential equations
• An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise
• An averaging principle for McKean-Vlasov-type Caputo fractional stochastic differential equations
• The existence and averaging principle for Caputo fractional stochastic delay differential systems
• Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
• Averaging principle for a type of Caputo fractional stochastic differential equations
• The existence and averaging principle for stochastic fractional differential equations with impulses
• 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
• Averaging principle for stochastic Caputo fractional differential equations with non-Lipschitz condition
• An averaging result for impulsive fractional neutral stochastic differential equations
• 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
• Simplification of weakly nonlinear systems and analysis of cardiac activity using them
• On the averaging principle for stochastic delay differential equations with jumps
• Relatively exact controllability for higher-order fractional stochastic delay differential equations
• Impulsive conformable fractional stochastic differential equations with Poisson jumps
• Stability and averaging principle for -Riemann-Liouville pantograph systems driven by fBm and Lévy noise
• Limit behavior of the solution of Caputo-Hadamard 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
• On the averaging principle of Caputo type neutral fractional stochastic differential equations
• Effects of Lévy noise and impulsive action on the averaging principle of Atangana-Baleanu fractional stochastic delay differential equations
• Averaging principle for stochastic differential equations with monotone condition
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• The averaging principle of Hilfer fractional stochastic delay differential equations with Poisson jumps
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• 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
• Existence and finite-time stability results for impulsive Caputo-type fractional stochastic differential equations with time delays
• 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
• Averaging principle for Hilfer fractional neutral impulsive stochastic delay differential equation with \(\mathtt{L^p}\) convergence driven by Lévy noise
• Some results on finite-time stability of stochastic fractional-order delay differential equations
• Averaging principle for stochastic differential equations under a weak condition
• On the averaging principle for stochastic differential equations involving Caputo fractional derivative

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