TY - JOUR
T1 - An Averaging Principle for Caputo Fractional Stochastic Differential Equations with Compensated Poisson Random Measure
AU - Guo , Zhongkai
AU - Fu , Hongbo
AU - Wang , Wenya
JO - Journal of Partial Differential Equations
VL - 1
SP - 1
EP - 10
PY - 2021
DA - 2021/10
SN - 35
DO - http://doi.org/10.4208/jpde.v35.n1.1
UR - https://global-sci.org/intro/article_detail/jpde/19904.html
KW - Stochastic fractional differential equations, averaging principle, compensated Poisson random measure.
AB - <p style="text-align: justify;">This article deals with an averaging principle for Caputo fractional stochastic differential equations with compensated Poisson random measure. The main contribution of this article is to impose some new averaging conditions to deal with the averaging principle for Caputo fractional stochastic differential equations. Under these
conditions, the solution to a Caputo fractional stochastic differential system can be approximated by that of a corresponding averaging equation in the sense of mean square.</p>