Averaging principle for Hifer–Katugampola fractional stochastic differential equations
In this paper, we mainly study the averaging principle for a class of Hifer–Katugampola fractional stochastic differential equations driven by standard Brownian motion. Firstly, we establish the existence and uniqueness of mild solution for the considered system using Banach contraction principle. T...
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Veröffentlicht in: | Mathematical methods in the applied sciences 2024-12, Vol.47 (18), p.14037-14053 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | In this paper, we mainly study the averaging principle for a class of Hifer–Katugampola fractional stochastic differential equations driven by standard Brownian motion. Firstly, we establish the existence and uniqueness of mild solution for the considered system using Banach contraction principle. Then, under suitable assumptions, we demonstrate that the solution to the original differential equations converges to that of the averaged differential equations in the sense of mean square and probability as the time scale goes to zero. Finally, an illustrative example is provided to verify our theoretical results. |
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ISSN: | 0170-4214 1099-1476 |
DOI: | 10.1002/mma.10254 |