Averaging principle for a type of Caputo fractional stochastic differential equations

DOI10.1063/5.0042650zbMath1462.34012OpenAlexW3161227053WikidataQ115327743 ScholiaQ115327743MaRDI QIDQ4993723

Junhao Hu, Zhongkai Guo, Chenggui Yuan

Publication date: 16 June 2021

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://cronfa.swan.ac.uk/Record/cronfa57086

Mathematics Subject Classification ID

Averaging method for ordinary differential equations (34C29) Ordinary differential equations and systems with randomness (34F05) Fractional ordinary differential equations (34A08)

Related Items (2)

The existence and averaging principle for Caputo fractional stochastic delay differential systems ⋮ Limit behavior of the solution of Caputo-Hadamard fractional stochastic differential equations

Uses Software

• averaging

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asymptotic behavior of stochastic lattice systems with a Caputo fractional time derivative
• Forced oscillation of nonlinear fractional differential equations with damping term
• Strong and weak orders in averaging for SPDEs
• An averaging principle for stochastic dynamical systems with Lévy noise
• A generalized Gronwall inequality and its application to a fractional differential equation
• Existence of mild solutions for fractional neutral evolution equations
• The averaging principle for stochastic differential equations with Caputo fractional derivative
• Existence of solutions for nonlinear fractional stochastic differential equations
• An averaging principle for stochastic fractional differential equations with time-delays
• Mild solutions to time fractional stochastic 2D-Stokes equations with bounded and unbounded delay
• On the averaging principle for SDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients
• An averaging principle for stochastic differential equations of fractional order \(0 < \alpha < 1\)
• Averaging principle for stochastic Korteweg-de Vries equation
• The averaging method for multivalued SDEs with jumps and non-Lipschitz coefficients
• Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
• A Khasminskii type averaging principle for stochastic reaction-diffusion equations
• Averaging principle for stochastic differential equations under a weak condition
• Averaging principle for SDEs of neutral type driven by G-Brownian motion
• Asymptotic separation between solutions of Caputo fractional stochastic differential equations
• A note on the continuity for Caputo fractional stochastic differential equations
• An averaging principle for fractional stochastic differential equations with Lévy noise
• Principle of Averaging for Parabolic and Elliptic Differential Equations and for Markov Processes with Small Diffusion
• AVERAGING IN SYSTEMS OF ORDINARY DIFFERENTIAL EQUATIONS

This page was built for publication: Averaging principle for a type of Caputo fractional stochastic differential equations