Averaging principle and stability of hybrid stochastic fractional differential equations driven by Lévy noise

DOI10.1080/00207721.2020.1784493zbMath1483.93691OpenAlexW3043312794MaRDI QIDQ5026820

Ruidong Xiao, Xiuwei Yin, Guang Jun Shen

Publication date: 8 February 2022

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2020.1784493

zbMATH Keywords

stabilityaveraging principleMarkovian switchingstochastic fractional differential equationsLévy noise

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fractional derivatives and integrals (26A33) Stochastic stability in control theory (93E15) Control/observation systems governed by ordinary differential equations (93C15)

Related Items

The stability with general decay rate of hybrid stochastic fractional differential equations driven by Lévy noise with impulsive effects, Sobolev-type nonlocal conformable stochastic differential equations, Stability analysis of Atangana–Baleanu fractional stochastic differential systems with impulses, An averaging result for impulsive fractional neutral stochastic differential equations, Averaging principle for a stochastic cable equation

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