Open AccessImpulsive conformable fractional stochastic differential equations with Poisson jumps
Author(s) -
Hamdy M. Ahmed
Publication year - 2022
Publication title -
evolution equations and control theory
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.665
H-Index - 19
eISSN - 2163-2480
pISSN - 2163-2472
DOI - 10.3934/eect.2022012
Subject(s) - conformable matrix , poisson distribution , mathematics , stochastic differential equation , martingale (probability theory) , mathematical analysis , physics , statistics , quantum mechanics
In this article, periodic averaging method for impulsive conformable fractional stochastic differential equations with Poisson jumps are discussed. By using stochastic analysis, fractional calculus, Doob's martingale inequality and Cauchy-Schwarz inequality, we show that the solution of the conformable fractional impulsive stochastic differential equations with Poisson jumps converges to the corresponding averaged conformable fractional stochastic differential equations with Poisson jumps and without impulses.