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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 Orcid Logo, Ruidong Xiao, Xiuwei Yin

Stochastics and Dynamics, Volume: 22, Issue: 04

Swansea University Author: Jiang-lun Wu Orcid Logo

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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...

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Published in: Stochastics and Dynamics
ISSN: 0219-4937 1793-6799
Published: Singapore World Scientific Pub Co Pte Ltd 2022
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URI: https://cronfa.swan.ac.uk/Record/cronfa57955
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first_indexed 2021-09-18T15:41:22Z
last_indexed 2023-01-11T14:38:12Z
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spelling 2022-07-25T16:30:47.3793194 v2 57955 2021-09-18 An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise dbd67e30d59b0f32592b15b5705af885 0000-0003-4568-7013 Jiang-lun Wu Jiang-lun Wu true false 2021-09-18 SMA 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. Journal Article Stochastics and Dynamics 22 04 World Scientific Pub Co Pte Ltd Singapore 0219-4937 1793-6799 Averaging principle; Levy noise; fractional derivative; variable delays. 1 6 2022 2022-06-01 10.1142/s0219493722500095 COLLEGE NANME Mathematics COLLEGE CODE SMA Swansea University Other 2022-07-25T16:30:47.3793194 2021-09-18T16:31:05.0675233 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Guangjun Shen 1 Jiang-lun Wu 0000-0003-4568-7013 2 Ruidong Xiao 3 Xiuwei Yin 4 57955__20923__0985a65a7e3348aba60f22913b258663.pdf ShenWuXiaoYin-SD-D-21-00012.pdf 2021-09-18T16:39:53.4603299 Output 240381 application/pdf Accepted Manuscript true 2022-11-03T00:00:00.0000000 true eng
title An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise
spellingShingle An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise
Jiang-lun Wu
title_short An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise
title_full An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise
title_fullStr An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise
title_full_unstemmed An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise
title_sort An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise
author_id_str_mv dbd67e30d59b0f32592b15b5705af885
author_id_fullname_str_mv dbd67e30d59b0f32592b15b5705af885_***_Jiang-lun Wu
author Jiang-lun Wu
author2 Guangjun Shen
Jiang-lun Wu
Ruidong Xiao
Xiuwei Yin
format Journal article
container_title Stochastics and Dynamics
container_volume 22
container_issue 04
publishDate 2022
institution Swansea University
issn 0219-4937
1793-6799
doi_str_mv 10.1142/s0219493722500095
publisher World Scientific Pub Co Pte Ltd
college_str Faculty of Science and Engineering
hierarchytype
hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
document_store_str 1
active_str 0
description 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.
published_date 2022-06-01T04:14:05Z
_version_ 1763753952962150400
score 11.012678

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