scholarly journals An averaging principle for fractional stochastic differential equations with Lévy noise

2020 ◽  
Vol 30 (8) ◽  
pp. 083126
Author(s):  
Wenjing Xu ◽  
Jinqiao Duan ◽  
Wei Xu
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Lévy Noise ◽  
Averaging Principle ◽  
Fractional Stochastic Differential Equations ◽  
Levy Noise

scholarly journals An Averaging Principle for Mckean–Vlasov-Type Caputo Fractional Stochastic Differential Equations

2021 ◽  
Vol 2021 ◽  
pp. 1-11
Author(s):  
Weifeng Wang ◽  
Lei Yan ◽  
Junhao Hu ◽  
Zhongkai Guo
Keyword(s):  
Differential Equation ◽  
Brownian Motion ◽  
Differential Equations ◽  
Stochastic Differential Equation ◽  
Stochastic Differential Equations ◽  
Averaging Principle ◽  
Convergence Results ◽  
Fractional Stochastic Differential Equations

In this paper, we want to establish an averaging principle for Mckean–Vlasov-type Caputo fractional stochastic differential equations with Brownian motion. Compared with the classic averaging condition for stochastic differential equation, we propose a new averaging condition and obtain the averaging convergence results for Mckean–Vlasov-type Caputo fractional stochastic differential equations.

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