Averaging principle for a type of Caputo fractional stochastic differential equations

Zhongkai Guo; Junhao Hu; Chenggui Yuan

doi:10.1063/5.0042650

Averaging principle for a type of Caputo fractional stochastic differential equations

Chaos. 2021 May;31(5):053123. doi: 10.1063/5.0042650.

Authors

Zhongkai Guo¹, Junhao Hu¹, Chenggui Yuan²

Affiliations

¹ School of Mathematics and Statistics, South-Central University for Nationalities, Wuhan 430074, China.
² Department of Mathematics, Swansea University Bay Campus, Swansea SA1 8EN, United Kingdom.

PMID: 34240919
DOI: 10.1063/5.0042650

Abstract

The averaging principle for Caputo fractional stochastic differential equations has recently attracted much attention. In this paper, we investigate the averaging principle for a type of Caputo fractional stochastic differential equation. Comparing with the existing literature, we shall use different estimate methods to investigate the averaging principle, which will enrich the development of theory for Caputo fractional stochastic differential equations.