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The Averaging Principle for Hilfer Fractional Stochastic Evolution Equations with Lévy Noise
Fractal and Fractional, 2023 This article focuses on deriving the averaging principle for Hilfer fractional stochastic evolution equations (HFSEEs) driven by Lévy noise. We show that the solutions of the averaged equations converge to the corresponding solutions of the original ...
Min Yang, Ting Lv, Qiru Wang
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Averaging principle for fuzzy stochastic differential equations [PDF]
Contributions to Mathematics, 2022 This study offers the averaging principle for fuzzy stochastic differential equations (FSDEs). The solutions to FSDEs can be approximated in the sense of mean square solutions of averaged fuzzy stochastic system under certain assumptions.
Elhoussain Arhrrabi +2 more
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On Averaging Principle for Caputo–Hadamard Fractional Stochastic Differential Pantograph Equation
Fractal and Fractional, 2022 In this paper, we studied an averaging principle for Caputo–Hadamard fractional stochastic differential pantograph equation (FSDPEs) driven by Brownian motion.
Mounia Mouy +5 more
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Averaging Principle for Backward Stochastic Differential Equations [PDF]
Discrete Dynamics in Nature and Society, 2021 The averaging principle for BSDEs and one-barrier RBSDEs, with Lipschitz coefficients, is investigated. An averaged BSDEs for the original BSDEs is proposed, as well as the one-barrier RBSDEs, and their solutions are quantitatively compared.
Yuanyuan Jing, Zhi Li
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Averaging Principle for a Class of Time-Fractal-Fractional Stochastic Differential Equations
Fractal and Fractional, 2022 In this paper, we study a class of time-fractal-fractional stochastic differential equations with the fractal–fractional differential operator of Atangana under the meaning of Caputo and with a kernel of the power law type.
Xiaoyu Xia, Yinmeng Chen, Litan Yan
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The Averaging Principle for Caputo Type Fractional Stochastic Differential Equations with Lévy Noise
Fractal and FractionalIn this paper, the averaging principle for Caputo type fractional stochastic differential equations with Lévy noise is investigated with consideration of a new method for dealing with singular integrals.
Lulu Ren, Guanli Xiao
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Fractal and Fractional, 2022 In contrast to previous research on periodic averaging principles for various types of impulsive stochastic differential equations (ISDEs), we establish an averaging principle without periodic assumptions of coefficients and impulses for impulsive ...
Jiankang Liu, Wei Wei, Wei Xu
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An inertial manifold and the principle of spatial averaging [PDF]
International Journal of Mathematics and Mathematical Sciences, 2001 We examine the existence of inertial manifold of a class of differential equations with particular boundary conditions.
Hyukjin Kwean
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Fractal and Fractional, 2022 The aim of this article is to consider a class of neutral Caputo fractional stochastic evolution equations with infinite delay (INFSEEs) driven by fractional Brownian motion (fBm) and Poisson jumps in Hilbert space.
Mahmoud Abouagwa +4 more
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Diffusion Processes on Graphs and the Averaging Principle
Annals of Probability, 1993 Some examples of asymptotic problems leading to diffusion processes on graphs are discussed. A general technique for this kind of problems is developed. The approach uses the martingale-problem method, adapted to fit non-differentiable structures. The problems considered include processes with a fast discrete component, diffusions in narrow tubes, and ...
Freidlin, Mark I. +1 more
exaly +3 more sources