Averaging Principle for Caputo Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion with Delays | Zendy

Pengju Duan | Zendy; Hao Li | Zendy; Jie Li | Zendy; Pei Zhang | Zendy

Open Access

Averaging Principle for Caputo Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion with Delays

Author(s) -

Pengju Duan,

Hao Li,

Jie Li,

Pei Zhang

Publication year - 2021

Publication title -

complexity

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.447

H-Index - 61

eISSN - 1099-0526

pISSN - 1076-2787

DOI - 10.1155/2021/6646843

Subject(s) - fractional brownian motion , mathematics , stochastic differential equation , brownian motion , fractional calculus , geometric brownian motion , mathematical analysis , motion (physics) , differential equation , class (philosophy) , diffusion process , classical mechanics , physics , computer science , knowledge management , statistics , innovation diffusion , artificial intelligence

In this article, we investigate a class of Caputo fractional stochastic differential equations driven by fractional Brownian motion with delays. Under some novel assumptions, the averaging principle of the system is obtained. Finally, we give an example to show that the solution of Caputo fractional stochastic differential equations driven by fractional Brownian motion with delays converges to the corresponding averaged stochastic differential equation.

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