Averaging Principle for Caputo Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion with Delays
In this article, we investigate a class of Caputo fractional stochastic differential equations driven by fractional Brownian motion with delays. Under some novel assumptions, the averaging principle of the system is obtained. Finally, we give an example to show that the solution of Caputo fractional...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
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Wiley
2021-01-01
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| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2021/6646843 |
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| _version_ | 1832548877256884224 |
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| author | Pengju Duan Hao Li Jie Li Pei Zhang |
| author_facet | Pengju Duan Hao Li Jie Li Pei Zhang |
| author_sort | Pengju Duan |
| collection | DOAJ |
| description | In this article, we investigate a class of Caputo fractional stochastic differential equations driven by fractional Brownian motion with delays. Under some novel assumptions, the averaging principle of the system is obtained. Finally, we give an example to show that the solution of Caputo fractional stochastic differential equations driven by fractional Brownian motion with delays converges to the corresponding averaged stochastic differential equation. |
| format | Article |
| id | doaj-art-378c35b750d34da98426f0b1bf821053 |
| institution | Kabale University |
| issn | 1076-2787 1099-0526 |
| language | English |
| publishDate | 2021-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Complexity |
| spelling | doaj-art-378c35b750d34da98426f0b1bf8210532025-02-03T06:12:49ZengWileyComplexity1076-27871099-05262021-01-01202110.1155/2021/66468436646843Averaging Principle for Caputo Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion with DelaysPengju Duan0Hao Li1Jie Li2Pei Zhang3School of Mathematics and Statistics, Suzhou University, Suzhou 234000, Anhui, ChinaSchool of Mathematics and Statistics, Suzhou University, Suzhou 234000, Anhui, ChinaSchool of Mathematics and Statistics, Suzhou University, Suzhou 234000, Anhui, ChinaSchool of Mathematics and Statistics, Suzhou University, Suzhou 234000, Anhui, ChinaIn this article, we investigate a class of Caputo fractional stochastic differential equations driven by fractional Brownian motion with delays. Under some novel assumptions, the averaging principle of the system is obtained. Finally, we give an example to show that the solution of Caputo fractional stochastic differential equations driven by fractional Brownian motion with delays converges to the corresponding averaged stochastic differential equation.http://dx.doi.org/10.1155/2021/6646843 |
| spellingShingle | Pengju Duan Hao Li Jie Li Pei Zhang Averaging Principle for Caputo Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion with Delays Complexity |
| title | Averaging Principle for Caputo Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion with Delays |
| title_full | Averaging Principle for Caputo Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion with Delays |
| title_fullStr | Averaging Principle for Caputo Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion with Delays |
| title_full_unstemmed | Averaging Principle for Caputo Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion with Delays |
| title_short | Averaging Principle for Caputo Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion with Delays |
| title_sort | averaging principle for caputo fractional stochastic differential equations driven by fractional brownian motion with delays |
| url | http://dx.doi.org/10.1155/2021/6646843 |
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