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An averaging result for impulsive fractional neutral stochastic differential equations
Applied Mathematics Letters ( IF 2.9 ) Pub Date : 2020-11-21 , DOI: 10.1016/j.aml.2020.106892
Jiankang Liu , Wei Xu

Different from existing researches, under non-Lipschitz condition, we establish an averaging principle for a class of fractional neutral stochastic differential equations (FNSDEs) involving delayed impulses without periodic assumptions of coefficients and impulses. To overcome the difficulties brought by the impulsive terms, we develop a new estimating approach, which can be used to improve some recent studies on periodic averaging methods for impulsive stochastic differential equations (ISDEs).



中文翻译:

脉冲分数中立随机微分方程的平均结果

与现有研究不同,在非Lipschitz条件下,我们为一类涉及延迟脉冲的分数中立型随机微分方程(FNSDE)建立了平均原理,而没有周期性地假设系数和脉冲。为了克服由脉冲项带来的困难,我们开发了一种新的估计方法,该方法可用于改进对脉冲随机微分方程(ISDE)的周期平均方法的一些最新研究。

更新日期:2020-12-01
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