Averaging principle for a type of Caputo fractional stochastic differential equations
Zhongkai Guo, Junhao Hu, Chenggui Yuan
Abstract
The averaging principle for Caputo fractional stochastic differential equations has recently attracted much attention. In this paper, we investigate the averaging principle for a type of Caputo fractional stochastic differential equation. Comparing with the existing literature, we shall use different estimate methods to investigate the averaging principle, which will enrich the development of theory for Caputo fractional stochastic differential equations.
Topics & Concepts
MathematicsStochastic differential equationType (biology)Applied mathematicsStochastic partial differential equationFractional calculusDifferential equationMathematical analysisEcologyBiologyFractional Differential Equations SolutionsNonlinear Differential Equations AnalysisDifferential Equations and Numerical Methods