A new result on averaging principle for Caputo-type fractional delay stochastic differential equations with Brownian motion

被引：4
|
作者：
Zou, Jing [1 ]
Luo, Danfeng [1 ]
机构：
[1] Guizhou Univ, Dept Math, Guiyang, Guizhou, Peoples R China
来源：
APPLICABLE ANALYSIS | 2024年 / 103卷 / 08期
关键词：
Fractional stochastic differential equations; delay; existence; uniqueness; averaging principle; INTEGRODIFFERENTIAL EQUATIONS; STABILITY; EXISTENCE;
D O I：
10.1080/00036811.2023.2245845
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we mainly explore the averaging principle of Caputo-type fractional delay stochastic differential equations with Brownian motion. Firstly, the solutions of this considered system are derived with the aid of the Picard iteration technique along with the Laplace transformation and its inverse. Secondly, we obtain the unique result by using the contradiction method. In addition, the averaging principle is discussed by means of the Burkholder-Davis-Gundy inequality, Jensen inequality, Holder inequality and Gronwall-Bellman inequality under some hypotheses. Finally, an example with numerical simulations is carried out to prove the relevant theories.
引用
收藏
页码：1397 / 1417
页数：21
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