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The Averaging Principle for Hilfer Fractional Stochastic Evolution Equations with Lévy Noise

Min Yang, Ting Lv, Qiru Wang

2023Fractal and Fractional20 citationsDOIOpen Access PDF

Abstract

This article focuses on deriving the averaging principle for Hilfer fractional stochastic evolution equations (HFSEEs) driven by Lévy noise. We show that the solutions of the averaged equations converge to the corresponding solutions of the original equations, both in the sense of mean square and of probability. Our results enable us to focus on the averaged system rather than the original, more complex one. Given that the existing literature on the averaging principle for Hilfer fractional stochastic differential equations has been established in finite-dimensional spaces, the novelty here is the derivation of the averaging principle for a class of HFSEEs in Hilbert space. Furthermore, an example is allotted to illustrate the feasibility and utility of our results.

Topics & Concepts

MathematicsHilbert spaceKolmogorov equations (Markov jump process)Applied mathematicsFocus (optics)Stochastic differential equationSpace (punctuation)Class (philosophy)Stochastic partial differential equationNoveltyMathematical analysisDifferential equationComputer scienceOrdinary differential equationDifferential algebraic equationPhysicsOperating systemPhilosophyTheologyArtificial intelligenceOpticsFractional Differential Equations SolutionsNonlinear Differential Equations AnalysisStability and Controllability of Differential Equations