Averaging principle for fractional stochastic differential equations with L^p convergence

DOI10.1016/J.AML.2022.108024MaRDI QIDQ2135685zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

averaging principlefractional stochastic differential equations\(L^p\) convergence

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fractional ordinary differential equations (34A08) Ordinary differential equations and systems with randomness (34F05)

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Cites work

• scientific article; zbMATH DE number 3366247 (Why is no real title available?)
• A note on the continuity for Caputo fractional stochastic differential equations
• A novel result on averaging principle of stochastic Hilfer-type fractional system involving non-Lipschitz coefficients
• An averaging principle for stochastic differential equations of fractional order \(0 < \alpha < 1\)
• An averaging principle for stochastic fractional differential equations with time-delays
• Efficient Approximation of Flow Problems With Multiple Scales in Time
• Existence and uniqueness results for a class of fractional stochastic neutral differential equations
• Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
• The averaging principle for stochastic differential equations with Caputo fractional derivative

Cited in

(9)

• Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
• Averaging principle for fuzzy stochastic differential equations
• Averaging principle for reflected stochastic evolution equations
• Fractional averaging theory for discrete fractional-order system with impulses
• Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion
• An effective averaging theory for fractional neutral stochastic equations of order \(0 < \alpha < 1\) with Poisson jumps
• \(L^{p}\) (\(p\geq 2\))-strong convergence in averaging principle for multivalued stochastic differential equation with non-Lipschitz coefficients
• Some new results on Itô-Doob Hadamard fractional stochastic pantograph equations in \(L^p\) spaces
• On the weak convergence of solutions in the averaging principle for stochastic differential equations in Banach spaces

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