An Averaging Principle for Mckean–Vlasov-Type Caputo Fractional Stochastic Differential Equations | Zendy

Weifeng Wang | Zendy; Lei Yan | Zendy; Junhao Hu | Zendy; Zhongkai Guo | Zendy

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An Averaging Principle for Mckean–Vlasov-Type Caputo Fractional Stochastic Differential Equations

Author(s) -

Weifeng Wang,

Lei Yan,

Junhao Hu,

Zhongkai Guo

Publication year - 2021

Publication title -

journal of mathematics

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.252

H-Index - 13

eISSN - 2314-4785

pISSN - 2314-4629

DOI - 10.1155/2021/8742330

Subject(s) - mathematics , stochastic differential equation , type (biology) , convergence (economics) , brownian motion , mathematical analysis , differential equation , fractional brownian motion , statistics , ecology , economics , biology , economic growth

In this paper, we want to establish an averaging principle for Mckean–Vlasov-type Caputo fractional stochastic differential equations with Brownian motion. Compared with the classic averaging condition for stochastic differential equation, we propose a new averaging condition and obtain the averaging convergence results for Mckean–Vlasov-type Caputo fractional stochastic differential equations.

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