On the averaging principle for stochastic differential equations involving Caputo fractional derivative

DOI10.1063/5.0108050MaRDI QIDQ6570741

Guanli Xiao, Jinrong Wang, Michal Fečkan

Publication date: 10 July 2024

Published in: Chaos (Search for Journal in Brave)

Mathematics Subject Classification ID

Dynamical systems and ergodic theory (37-XX) Ordinary differential equations (34-XX)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Existence of solution to a local fractional nonlinear differential equation
• A generalized Gronwall inequality and its application to a fractional differential equation
• Averaging principle for a class of stochastic reaction-diffusion equations
• Averaging principle for one dimensional stochastic Burgers equation
• The averaging principle for stochastic differential equations with Caputo fractional derivative
• An averaging principle for stochastic fractional differential equations with time-delays
• An effective averaging theory for fractional neutral stochastic equations of order \(0 < \alpha < 1\) with Poisson jumps
• An averaging principle for stochastic differential equations of fractional order \(0 < \alpha < 1\)
• The averaging principle of Hilfer fractional stochastic delay differential equations with Poisson jumps
• A Khasminskii type averaging principle for stochastic reaction-diffusion equations
• Random Perturbations of Dynamical Systems
• Asymptotic separation between solutions of Caputo fractional stochastic differential equations
• Averaging principle for a type of Caputo fractional stochastic differential equations
• Stability of solutions of Caputo fractional stochastic differential equations
• Existence and exponential stability for neutral stochastic fractional differential equations with impulses driven by Poisson jumps
• An averaging principle for fractional stochastic differential equations with Lévy noise

Related Items (6)

Fractional averaging theory for discrete fractional-order system with impulses ⋮ Existence and asymptotic behavior of square-mean \(S \)-asymptotically periodic solutions of fractional stochastic evolution equations ⋮ Fractional dynamic analysis and optimal control problem for an SEIQR model on complex networks ⋮ Existence and controllability for conformable fractional stochastic differential equations with infinite delay via measures of noncompactness ⋮ A new result on averaging principle for Caputo-type fractional delay stochastic differential equations with Brownian motion ⋮ Some new results on Itô-Doob Hadamard fractional stochastic pantograph equations in \(L^p\) spaces

This page was built for publication: On the averaging principle for stochastic differential equations involving Caputo fractional derivative

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6570741)