An effective averaging theory for fractional neutral stochastic equations of order 0 < < 1 with Poisson jumps

DOI10.1016/J.AML.2020.106344zbMATH Open1462.60081OpenAlexW3012131204MaRDI QIDQ2178682FDOQ2178682

Wei Xu, Wenjing Xu

Publication date: 11 May 2020

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

Full work available at URL: https://doi.org/10.1016/j.aml.2020.106344

zbMATH Keywords

Poisson jumpsaveraging principlefractional orderneutral stochastic systems

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Integration by parts formula for regional fractional Laplacian
• An averaging principle for stochastic differential delay equations with fractional Brownian motion
• Stochastic averaging principle for dynamical systems with fractional Brownian motion
• Existence, uniqueness and stability of mild solutions for time-dependent stochastic evolution equations with Poisson jumps and infinite delay
• Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion
• A new type of the Gronwall-Bellman inequality and its application to fractional stochastic differential equations
• The averaging principle for stochastic differential equations with Caputo fractional derivative
• An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure

Cited In (8)

• An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise
• The existence and averaging principle for stochastic fractional differential equations with impulses
• Stochastic averaging principle for McKean-Vlasov SDEs driven by Lévy noise
• An averaging result for impulsive fractional neutral stochastic differential equations
• An averaging principle for fractional stochastic differential equations with Lévy noise
• The averaging principle of Hilfer fractional stochastic delay differential equations with Poisson jumps
• Continuity and approximation properties of solutions to fractional neutral stochastic functional differential equations with non-Lipschitz coefficients
• On the averaging principle for stochastic differential equations involving Caputo fractional derivative

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