An effective averaging theory for fractional neutral stochastic equations of order 0 < < 1 with Poisson jumps
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Publication:2178682
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Cites work
- A new type of the Gronwall-Bellman inequality and its application to fractional stochastic differential equations
- An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure
- An averaging principle for stochastic differential delay equations with fractional Brownian motion
- Existence, uniqueness and stability of mild solutions for time-dependent stochastic evolution equations with Poisson jumps and infinite delay
- Fractional differences and integration by parts
- Integration by parts formula for regional fractional Laplacian
- Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion
- Stochastic averaging principle for dynamical systems with fractional Brownian motion
- The averaging principle for stochastic differential equations with Caputo fractional derivative
Cited in
(15)- An averaging principle for stochastic differential equations of fractional order \(0 < \alpha < 1\)
- Stochastic fractional integrodifferential equations with jumps: application to an averaging principle
- An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise
- Averaging theory for fractional differential equations
- Fractional averaging theory for discrete fractional-order system with impulses
- Continuity and approximation properties of solutions to fractional neutral stochastic functional differential equations with non-Lipschitz coefficients
- Stochastic averaging principle for McKean-Vlasov SDEs driven by Lévy noise
- An averaging principle for Caputo fractional stochastic differential equations with compensated Poisson random measure
- On the averaging principle for stochastic differential equations involving Caputo fractional derivative
- Impulsive conformable fractional stochastic differential equations with Poisson jumps
- The averaging principle of Hilfer fractional stochastic delay differential equations with Poisson jumps
- An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure
- An averaging principle for fractional stochastic differential equations with Lévy noise
- An averaging result for impulsive fractional neutral stochastic differential equations
- The existence and averaging principle for stochastic fractional differential equations with impulses
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