An Averaging Principle for Mckean–Vlasov-Type Caputo Fractional Stochastic Differential Equations

In this paper, we want to establish an averaging principle for Mckean–Vlasov-type Caputo fractional stochastic differential equations with Brownian motion. Compared with the classic averaging condition for stochastic differential equation, we propose a new averaging condition and obtain the averagin...

Full description

Saved in:
Bibliographic Details
Main Authors: Weifeng Wang, Lei Yan, Junhao Hu, Zhongkai Guo
Format: Article
Language:English
Published: Wiley 2021-01-01
Series:Journal of Mathematics
Online Access:http://dx.doi.org/10.1155/2021/8742330
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1832545939789709312
author Weifeng Wang
Lei Yan
Junhao Hu
Zhongkai Guo
author_facet Weifeng Wang
Lei Yan
Junhao Hu
Zhongkai Guo
author_sort Weifeng Wang
collection DOAJ
description In this paper, we want to establish an averaging principle for Mckean–Vlasov-type Caputo fractional stochastic differential equations with Brownian motion. Compared with the classic averaging condition for stochastic differential equation, we propose a new averaging condition and obtain the averaging convergence results for Mckean–Vlasov-type Caputo fractional stochastic differential equations.
format Article
id doaj-art-a5f3d24dbb70469981ba247894a87260
institution Kabale University
issn 2314-4629
2314-4785
language English
publishDate 2021-01-01
publisher Wiley
record_format Article
series Journal of Mathematics
spelling doaj-art-a5f3d24dbb70469981ba247894a872602025-02-03T07:24:24ZengWileyJournal of Mathematics2314-46292314-47852021-01-01202110.1155/2021/87423308742330An Averaging Principle for Mckean–Vlasov-Type Caputo Fractional Stochastic Differential EquationsWeifeng Wang0Lei Yan1Junhao Hu2Zhongkai Guo3School of Mathematics and Statistics, South-Central University for Nationalities, Wuhan 430074, ChinaSchool of General Quality Education, Wuchang University of Technology, Wuhan 430223, ChinaSchool of Mathematics and Statistics, South-Central University for Nationalities, Wuhan 430074, ChinaSchool of Mathematics and Statistics, South-Central University for Nationalities, Wuhan 430074, ChinaIn this paper, we want to establish an averaging principle for Mckean–Vlasov-type Caputo fractional stochastic differential equations with Brownian motion. Compared with the classic averaging condition for stochastic differential equation, we propose a new averaging condition and obtain the averaging convergence results for Mckean–Vlasov-type Caputo fractional stochastic differential equations.http://dx.doi.org/10.1155/2021/8742330
spellingShingle Weifeng Wang
Lei Yan
Junhao Hu
Zhongkai Guo
An Averaging Principle for Mckean–Vlasov-Type Caputo Fractional Stochastic Differential Equations
Journal of Mathematics
title An Averaging Principle for Mckean–Vlasov-Type Caputo Fractional Stochastic Differential Equations
title_full An Averaging Principle for Mckean–Vlasov-Type Caputo Fractional Stochastic Differential Equations
title_fullStr An Averaging Principle for Mckean–Vlasov-Type Caputo Fractional Stochastic Differential Equations
title_full_unstemmed An Averaging Principle for Mckean–Vlasov-Type Caputo Fractional Stochastic Differential Equations
title_short An Averaging Principle for Mckean–Vlasov-Type Caputo Fractional Stochastic Differential Equations
title_sort averaging principle for mckean vlasov type caputo fractional stochastic differential equations
url http://dx.doi.org/10.1155/2021/8742330
work_keys_str_mv AT weifengwang anaveragingprincipleformckeanvlasovtypecaputofractionalstochasticdifferentialequations
AT leiyan anaveragingprincipleformckeanvlasovtypecaputofractionalstochasticdifferentialequations
AT junhaohu anaveragingprincipleformckeanvlasovtypecaputofractionalstochasticdifferentialequations
AT zhongkaiguo anaveragingprincipleformckeanvlasovtypecaputofractionalstochasticdifferentialequations
AT weifengwang averagingprincipleformckeanvlasovtypecaputofractionalstochasticdifferentialequations
AT leiyan averagingprincipleformckeanvlasovtypecaputofractionalstochasticdifferentialequations
AT junhaohu averagingprincipleformckeanvlasovtypecaputofractionalstochasticdifferentialequations
AT zhongkaiguo averagingprincipleformckeanvlasovtypecaputofractionalstochasticdifferentialequations