A novel result on averaging principle of stochastic Hilfer-type fractional system involving non-Lipschitz coefficients
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Publication:2236729
DOI10.1016/J.AML.2021.107549zbMath1481.60114OpenAlexW3188895905MaRDI QIDQ2236729
Danfeng Luo, Quanxin Zhu, Zhi-guo Luo
Publication date: 26 October 2021
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2021.107549
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Averaging for functional-differential equations (34K33)
Related Items (10)
Averaging principle for fractional stochastic differential equations with \(L^p\) convergence ⋮ The existence and averaging principle for Caputo fractional stochastic delay differential systems ⋮ Relatively exact controllability for higher-order fractional stochastic delay differential equations ⋮ Effective dynamics for a class of stochastic weakly damped wave equation with a fast oscillation ⋮ The existence and averaging principle for stochastic fractional differential equations with impulses ⋮ Relatively exact controllability of fractional stochastic delay system driven by Lévy noise ⋮ Averaging principle for non‐Lipschitz fractional stochastic evolution equations with random delays modulated by two‐time‐scale Markov switching processes ⋮ On the averaging principle of Caputo type neutral fractional stochastic differential equations ⋮ Averaging principle for stochastic differential equations with monotone condition ⋮ Some results on finite-time stability of stochastic fractional-order delay differential equations
Uses Software
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- The averaging principle of Hilfer fractional stochastic delay differential equations with Poisson jumps
- An averaging result for impulsive fractional neutral stochastic differential equations
- An averaging principle for fractional stochastic differential equations with Lévy noise
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