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An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise
Guangjun Shen,
Jiang-lun Wu 
,
Ruidong Xiao,
Xiuwei Yin
,
Ruidong Xiao,
Xiuwei Yin
Stochastics and Dynamics, Volume: 22, Issue: 04
Swansea University Author:
Jiang-lun Wu
-
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DOI (Published version): 10.1142/s0219493722500095
Abstract
In this paper, we establish an averaging principle for neutral stochastic fractional differential equations with non-Lipschitz coefficients and with variable delays, driven by L\'{e}vy noise. Our result shows that the solutions of the equations concerned can be approximated by the solutions of...
| Published in: | Stochastics and Dynamics |
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| ISSN: | 0219-4937 1793-6799 |
| Published: |
Singapore
World Scientific Pub Co Pte Ltd
2022
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| Online Access: |
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa57955 |
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| Abstract: |
In this paper, we establish an averaging principle for neutral stochastic fractional differential equations with non-Lipschitz coefficients and with variable delays, driven by L\'{e}vy noise. Our result shows that the solutions of the equations concerned can be approximated by the solutions of averaged neutral stochastic fractional differential equations in the sense of convergencein mean square. As an application, we present an example with numerical simulations to explore the established averaging principle. |
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| Keywords: |
Averaging principle; Levy noise; fractional derivative; variable delays. |
| College: |
Faculty of Science and Engineering |
| Issue: |
04 |