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Averaging principle for a type of Caputo fractional stochastic differential equations

Authors :
Zhongkai Guo
Chenggui Yuan
Junhao Hu
Publication Year :
2021
Publisher :
AIP Publishing, 2021.

Abstract

The averaging principle for Caputo fractional stochastic differential equations has recently attracted much attention. In this paper, we investigate the averaging principle for a type of Caputo fractional stochastic differential equation. Comparing with the existing literature, we shall use different estimate methods to investigate the averaging principle, which will enrich the development of theory for Caputo fractional stochastic differential equations.

Details

Language :
English
Database :
OpenAIRE
Accession number :
edsair.doi.dedup.....04e5146a702c872ed3ee1d7ea19f7e6b