Averaging Principle for Caputo Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion with Delays. (3rd August 2021)

• Record Type: Journal Article
• Authors: Duan, Pengju; Li, Hao; Li, Jie; Zhang, Pei
• Other Names: Jin Xue-bo Academic Editor.
• Is Part Of: Complexity. Volume 2021(2021)
• Publication Date: 2021-08-03
• Subjects: Chaotic behavior in systems -- Periodicals; Complexity (Philosophy) -- Periodicals; 003
• DOI: 10.1155/2021/6646843
• Languages: English
• ISSNs: 1076-2787

Abstract

Abstract : 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.