An averaging principle for stochastic differential equations of fractional order \(0 < \alpha < 1\)

DOI10.1515/fca-2020-0046zbMath1474.60168OpenAlexW3042964698MaRDI QIDQ2209185

Wei Xu, Wenjing Xu, Kai Lü

Publication date: 28 October 2020

Published in: Fractional Calculus \& Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/fca-2020-0046

zbMATH Keywords

stochastic differential equationsaveraging principlefractional derivative

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional partial differential equations (35R11)

Related Items (7)

Averaging principle for fractional stochastic differential equations with \(L^p\) convergence ⋮ An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise ⋮ The existence and averaging principle for stochastic fractional differential equations with impulses ⋮ On the averaging principle of Caputo type neutral fractional stochastic differential equations ⋮ An averaging result for impulsive fractional neutral stochastic differential equations ⋮ A novel result on averaging principle of stochastic Hilfer-type fractional system involving non-Lipschitz coefficients ⋮ Averaging principle for a type of Caputo fractional stochastic differential equations

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