Averaging principle for fractional stochastic differential equations with L^p convergence
DOI10.1016/J.AML.2022.108024zbMATH Open1491.60090OpenAlexW4220966633WikidataQ114210510 ScholiaQ114210510MaRDI QIDQ2135685FDOQ2135685
Authors: Zhaoyang Wang, Ping Lin 
Publication date: 9 May 2022
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2022.108024
Recommendations
- The averaging principle for stochastic differential equations with Caputo fractional derivative
- An averaging principle for stochastic differential equations of fractional order \(0 < \alpha < 1\)
- An averaging principle for fractional stochastic differential equations with Lévy noise
- \(L^p(p > 2)\)-strong convergence of an averaging principle for two-time-scales jump-diffusion stochastic differential equations
- Averaging principle for a type of Caputo fractional stochastic differential equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fractional ordinary differential equations (34A08) Ordinary differential equations and systems with randomness (34F05)
Cites Work
- Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
- Title not available (Why is that?)
- An averaging principle for stochastic fractional differential equations with time-delays
- Existence and uniqueness results for a class of fractional stochastic neutral differential equations
- Efficient Approximation of Flow Problems With Multiple Scales in Time
- The averaging principle for stochastic differential equations with Caputo fractional derivative
- A novel result on averaging principle of stochastic Hilfer-type fractional system involving non-Lipschitz coefficients
- A note on the continuity for Caputo fractional stochastic differential equations
- An averaging principle for stochastic differential equations of fractional order \(0 < \alpha < 1\)
Cited In (9)
- Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion
- Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
- On the weak convergence of solutions in the averaging principle for stochastic differential equations in Banach spaces
- An effective averaging theory for fractional neutral stochastic equations of order \(0 < \alpha < 1\) with Poisson jumps
- Averaging principle for fuzzy stochastic differential equations
- Averaging principle for reflected stochastic evolution equations
- Some new results on Itô-Doob Hadamard fractional stochastic pantograph equations in \(L^p\) spaces
- \(L^{p}\) (\(p\geq 2\))-strong convergence in averaging principle for multivalued stochastic differential equation with non-Lipschitz coefficients
- Fractional averaging theory for discrete fractional-order system with impulses
This page was built for publication: Averaging principle for fractional stochastic differential equations with \(L^p\) convergence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2135685)
