Averaging Principle for ψ -Capuo Fractional Stochastic Delay Differential Equations with Poisson Jumps.

In this paper, we study the averaging principle for ψ -Capuo fractional stochastic delay differential equations (FSDDEs) with Poisson jumps. Based on fractional calculus, Burkholder-Davis-Gundy's inequality, Doob's martingale inequality, and the H o ¨ lder inequality, we prove that the solution of the averaged FSDDEs converges to that of the standard FSDDEs in the sense of L p . Our result extends some known results in the literature. Finally, an example and simulation is performed to show the effectiveness of our result. [ABSTRACT FROM AUTHOR]